A nonparametric estimator for the covariance function of functional data

DOI10.1017/S0266466614000784zbMATH Open1441.62859OpenAlexW2098816572MaRDI QIDQ3465607FDOQ3465607

Publication date: 22 January 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000784

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Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Functional data analysis (62R10)

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Cited In (10)

Greedy algorithms for prediction
Functional Data Analysis with Covariate-Dependent Mean and Covariance Structures
Nonparametric operator-regularized covariance function estimation for functional data
Title not available (Why is that?)
An Application ofU-Statistics to Nonparametric Functional Data Analysis
Recovering covariance from functional fragments
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Estimation for the prediction of point processes with many covariates
Estimating the Covariance of Fragmented and Other Related Types of Functional Data
Covariance estimation error of incomplete functional data under RKHS framework

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