Hill estimator of projections of functional data on principal components

DOI10.1080/02331888.2019.1609476MaRDI QIDQ5384664zbMATH OpenOpenAlexFDO

Authors Mihyun Kim, Piotr Kokoszka

Publication date 24 June 2019

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2019.1609476

zbMATH Keywords

functional dataHill estimatorprincipal components

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A family of minimax rates for density estimators in continuous time
• Consistency of Hill's estimator for dependent data
• Detecting Changes in the Mean of Functional Observations
• Estimation of the Mean of Functional Time Series and a Two-Sample Problem
• Functional data analysis.
• Functional linear regression analysis for longitudinal data
• Heavy-Tail Phenomena
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Inference for functional data with applications
• Laws of large numbers for sums of extreme values
• On tail index estimation using dependent data
• Portmanteau Test of Independence for Functional Observations
• Principal components analysis of regularly varying functions
• Regular variation for measures on metric spaces
• Statistics of Extremes
• Tail index estimation for dependent data
• Testing stationarity of functional time series
• Theoretical foundations of functional data analysis, with an introduction to linear operators
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

Cited in

(2)

• Extremal dependence measure for functional data
• Extremal correlation coefficient for functional data

Describes a project that uses

Uses Software

• fda (R)

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