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

DOI10.1080/02331889408802454zbMATH Open0811.62060OpenAlexW2200873904MaRDI QIDQ4763464FDOQ4763464

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

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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)

Cites Work

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• 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
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• Estimating linear statistical relationships
• Maximum likelihood estimation of a multivariate linear functional relationship
• Principal components analysis and optimization of graphical displays
• 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
• Maximum likelihood and least squares estimation in linear and affine functional models

Cited In (3)

• Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model
• Title not available (Why is that?)
• Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis

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