Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
From MaRDI portal
Publication:6164733
DOI10.1080/03610926.2022.2032170OpenAlexW4210623165MaRDI QIDQ6164733FDOQ6164733
Authors: Riquan Zhang 
Publication date: 28 July 2023
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2032170
covariance decompositionkernel methodleave-one-out cross validationfull quasi-likelihoodmultivariate longitudinal and sparse functional data
Cites Work
- Fast covariance estimation for sparse functional data
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Principal component models for sparse functional data
- Functional Data Analysis for Sparse Longitudinal Data
- Nonparametric density estimation for multivariate bounded data
- Title not available (Why is that?)
- Functional linear regression analysis for longitudinal data
- Fast covariance estimation for high-dimensional functional data
- Shrinkage estimation for functional principal component scores with application to the population kinetics of plasma folate
- Statistics for spatial data
- Properties of principal component methods for functional and longitudinal data analysis
- Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data
- From sparse to dense functional data and beyond
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Functional varying coefficient models for longitudinal data
- Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Nonparametric modelling for functional data: selected survey and tracks for future
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data
- Multivariate generalized Birnbaum-Saunders kernel density estimators
- Fréchet integration and adaptive metric selection for interpretable covariances of multivariate functional data
- Estimating the Covariance of Fragmented and Other Related Types of Functional Data
Cited In (2)
This page was built for publication: Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6164733)
