Some theoretical properties of Silverman's method for smoothed functional principal component analysis

DOI10.1016/j.jmva.2010.12.001zbMath1327.62223MaRDI QIDQ632745

Hongyu Zhao, Xin Qi

Publication date: 25 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3079282

zbMATH Keywords

convergence rates; functional central limit theorem; asymptotic normality; smoothing methods; functional PCA; roughness penalty

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60F17: Functional limit theorems; invariance principles

Related Items

Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space, Interpretable functional principal component analysis

Uses Software

• fda (R)

Cites Work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Functional data analysis
• Functional linear model
• Smoothed functional principal components analysis by choice of norm
• Functional principal components analysis via penalized rank one approximation
• Nonparametric functional data analysis. Theory and practice.