Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis

DOI10.1080/02331889208802352zbMath0809.62052OpenAlexW2077987538MaRDI QIDQ4322922

Jeanne Fine, A. Pousse

Publication date: 29 March 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802352

zbMATH Keywords

consistencyprincipal component analysisalmost sure convergenceleast squares estimationfunctional linear modelsfunctional modelsGauss-Markov propertyGaussian limiting distributions

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

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The fixed effects PCA model in a common principal component environment, Unnamed Item, Unnamed Item, Selection of components in principal component analysis: A comparison of methods, The use of probabilistic models to produce optimal graphical displays of high-dimensional data sets, Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean

Cites Work

• Unnamed Item
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Estimating linear statistical relationships
• Principal components analysis and optimization of graphical displays
• On the validity of the perturbation method in asymptotic theory
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Reduced principal component analysis