Local functional principal component analysis

DOI10.1007/S11785-007-0026-XMaRDI QIDQ941063zbMATH OpenOpenAlexFDO

Authors André Mas

Publication date 4 September 2008

Published in Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0702609

zbMATH Keywords

covariance operatorfunctional datasmall ball probabilitystatistics

Mathematics Subject Classification ID

Linear symmetric and selfadjoint operators (unbounded) (47B25) Random linear operators (47B80) (L^p)-limit theorems (60F25)

Abstract: Covariance operators of random functions are crucial tools to study the way random elements concentrate over their support. The principal component analysis of a random function X is well-known from a theoretical viewpoint and extensively used in practical situations. In this work we focus on local covariance operators. They provide some pieces of information about the distribution of X around a fixed point of the space x₀. A description of the asymptotic behaviour of the theoretical and empirical counterparts is carried out. Asymptotic developments are given under assumptions on the location of x₀ and on the distributions of projections of the data on the eigenspaces of the (non-local) covariance operator.

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Cited in

(8)

• A survey of functional principal component analysis
• Lower bound in regression for functional data by representation of small ball probabilities
• Weighted least squares methods for prediction in the functional data linear model
• Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
• Localized Functional Principal Component Analysis
• Parametric Functional Principal Component Analysis
• Local linear regression for functional data
• Functional analysis of glaucoma data

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