Some properties of canonical correlations and variates in infinite dimensions

DOI10.1016/j.jmva.2007.07.007zbMath1141.62046OpenAlexW2006436376MaRDI QIDQ928850

Elsie Sterbin Gottlieb

Publication date: 11 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.07.007

zbMATH Keywords

correlating Brownian motionsfunctional populationsregularization of operators

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62M99) Applications of functional analysis in probability theory and statistics (46N30) Applications of operator theory in probability theory and statistics (47N30)

Related Items (12)

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Local and global temporal correlations for longitudinal data ⋮ Nonlinear functional canonical correlation analysis via distance covariance ⋮ An extension of Fisher's discriminant analysis for stochastic processes ⋮ Robust sieve estimators for functional canonical correlation analysis ⋮ The delta method for analytic functions of random operators with application to functional data ⋮ Some asymptotic properties for functional canonical correlation analysis ⋮ Canonical correlation analysis for irregularly and sparsely observed functional data ⋮ The optimal rate of canonical correlation analysis for stochastic processes ⋮ The Fréchet derivative of an analytic function of a bounded operator with some applications ⋮ Functional partial canonical correlation ⋮ Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach

Cites Work

• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Canonical ridge and econometrics of joint production
• Some applications of Watson's perturbation approach to random matrices
• Linear processes in function spaces. Theory and applications
• Functional canonical analysis for square integrable stochastic processes
• Smoothed functional principal components analysis by choice of norm
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