Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean

DOI10.1080/02331889408802454MaRDI QIDQ4763464zbMATH OpenOpenAlexFDO

Authors J. Fine

Publication date 10 April 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889408802454

zbMATH Keywords

principal componentsasymptotic efficiencyleast squares estimationdiagonalizationsimple random samplingmultivariate linear modelsresidual covariance matrixaffine functional modelsbetween covariance matrixdiscriminant factorial analysismetric choicewithin covariance matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Estimating linear statistical relationships
• Maximum likelihood and least squares estimation in linear and affine functional models
• Maximum likelihood estimation of a multivariate linear functional relationship
• Principal components analysis and optimization of graphical displays

Cited in

(3)

• scientific article; zbMATH DE number 1396190 (Why is no real title available?)
• Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis
• Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model

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