Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne

DOI10.5802/AFST.729MaRDI QIDQ4014734zbMATH OpenOpenAlexFDO

Authors Philippe Besse

Publication date 12 October 1992

Published in Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AFST_1991_5_12_3_329_0, https://eudml.org/doc/73284

zbMATH Keywords

Principal components analysissmoothing spline functionsHilbertian random variable

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Spline approximation (41A15)

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Cites work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Data analysis for numerical and categorical individual time-series
• Hilbertian kernels and spline functions
• Introdction to Measure and Probability
• Principal components analysis of sampled functions
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(11)

• PCA-based dimension reduction for splines
• Computational considerations in functional principal component analysis
• Forecasting PC-ARIMA models for functional data
• Statistical properties of kernel principal component analysis
• Inf-convolution spline pour l'approximation de données discontinues
• A spectral surrogate model for stochastic simulators computed from trajectory samples
• scientific article; zbMATH DE number 3903771 (Why is no real title available?)
• scientific article; zbMATH DE number 1822207 (Why is no real title available?)
• scientific article; zbMATH DE number 33570 (Why is no real title available?)
• Forecasting with unequally spaced data by a functional principal component approach
• Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1

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