Optimal eigen expansions and uniform bounds
From MaRDI portal
Publication:343789
DOI10.1007/s00440-015-0671-3zbMath1349.62251arXiv1501.01271OpenAlexW2963366046MaRDI QIDQ343789
Publication date: 29 November 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01271
Hilbert spaceextreme value distributioneigen expansionlag operatorlong-run covariance operatorshort and long memory
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items
Nonparametric density estimation for intentionally corrupted functional data, Optimal eigen expansions and uniform bounds, Asymptotic properties of principal component projections with repeated eigenvalues, Optimal function-on-scalar regression over complex domains, Nonasymptotic upper bounds for the reconstruction error of PCA, Perturbation bounds for eigenspaces under a relative gap condition, On consistency and sparsity for high-dimensional functional time series with application to autoregressions, Relative perturbation bounds with applications to empirical covariance operators
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Optimal eigen expansions and uniform bounds
- Fourier analysis of stationary time series in function space
- Minimax adaptive tests for the functional linear model
- Test of independence for functional data
- Functional data analysis with increasing number of projections
- Inference for functional data with applications
- Identifying the finite dimensionality of curve time series
- Asymptotic equivalence of functional linear regression and a white noise inverse problem
- On the CLT for discrete Fourier transforms of functional time series
- Functional data analysis for volatility
- Adaptive functional linear regression
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Central limit theorem for stationary linear processes
- Prediction in functional linear regression
- CLT in functional linear regression models
- Testing for the mean of random curves: a penalization approach
- Weakly dependent functional data
- Methodology and convergence rates for functional linear regression
- Common functional principal components
- Testing the stability of the functional autoregressive process
- Perturbation of spectral subspaces and solution of linear operator equations
- Sharp conditions for the CLT of linear processes in a Hilbert space
- Linear processes in function spaces. Theory and applications
- Monitoring the intraday volatility pattern
- New dependence coefficients. Examples and applications to statistics
- Generalized autoregressive conditional heteroscedasticity
- Sharp adaptation for inverse problems with random noise
- Principal component analysis.
- Nonparametric goodness-of-fit testing under Gaussian models
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Asymptotics of prediction in functional linear regression with functional outputs
- On weak invariance principles for sums of dependent random functionals
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
- Strong invariance principles for dependent random variables
- Functional data analysis.
- Testing stationarity of functional time series
- High-dimensional principal projections
- Dispersion operators and resistant second-order functional data analysis
- Theory for high-order bounds in functional principal components analysis
- Detecting Changes in the Mean of Functional Observations
- Minimax and Adaptive Prediction for Functional Linear Regression
- Learning Theory
- Extremes and local dependence in stationary sequences
- Testing the Equality of Covariance Operators in Functional Samples
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles
- Estimation in Functional Lagged Regression
- Dynamic Functional Principal Components
- Nonlinear system theory: Another look at dependence
- SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
- On Properties of Functional Principal Components Analysis
- Asymptotic Theory for Principal Component Analysis