Dynamic principal component analysis from a global perspective

DOI10.3150/24-BEJ1743MaRDI QIDQ6632622zbMATH OpenFDO

Authors Ling-Xuan Shao, Fang Yao

Publication date 5 November 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/24-BEJ1743

zbMATH Keywords

discrete dataeigenvalue switchone-step unrollingorthogonal matrix groupsmoothing spline

Mathematics Subject Classification ID

Statistics (62-XX) Multivariate analysis (62Hxx) Numerical approximation and computational geometry (primarily algorithms) (65Dxx)

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Cites work

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