Interpreting the Principal Component Analysis of Multivariate Density Functions

DOI10.1080/03610926.2013.824103zbMath1396.62119OpenAlexW2161853658MaRDI QIDQ3458073

Smail Yousfi, Rachid Boumaza, Sabine Demotes-Mainard

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.824103

zbMATH Keywords

Gaussian kernelPCAnonparametric density estimationthree-way dataSTATISFPCAwindow width

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Applications of statistics to physics (62P35)

Related Items (1)

Optimal bandwidth matrices in functional principal component analysis of density functions

Cites Work

• Dimensionality reduction when data are density functions
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Application of the empirical characteristic function to compare and estimate densities by pooling information
• Principal component analysis.
• The ACT (STATIS method)
• Hilbert space of probability density functions based on Aitchison geometry
• Inference for Density Families Using Functional Principal Component Analysis

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