Robust functional principal component analysis for non-Euclidean random objects
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 2051142 (Why is no real title available?)
- A convexity of functions on convex metric spaces of Takahashi and applications
- A generalized spatial sign covariance matrix
- Asymptotic Statistics
- Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Estimating time-varying networks
- Fréchet regression for random objects with Euclidean predictors
- Functional Models for Time-Varying Random Objects
- Functional and shape data analysis
- Generalized spherical principal component analysis
- High-dimensional statistics. A non-asymptotic viewpoint
- Intrinsic Riemannian functional data analysis for sparse longitudinal observations
- Limit theorems for \(U\)-processes
- Modeling Time-Varying Random Objects and Dynamic Networks
- Modeling sparse longitudinal data on Riemannian manifolds
- On the asymptotic normality of statistics with estimated parameters
- Principal component analysis for functional data on Riemannian manifolds and spheres
- Principal points and elliptical distributions from the multivariate setting to the functional case
- Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
- Robust functional estimation using the median and spherical principal components
- Robust functional principal component analysis for non-Gaussian longitudinal data
- Robust principal component analysis for functional data. (With comments)
- Robustifying principal component analysis with spatial sign vectors
- Shape-based functional data analysis
- Sign and rank covariance matrices
- Some robust estimates of principal components
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories
- Weak convergence and empirical processes. With applications to statistics
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
This page was built for publication: Robust functional principal component analysis for non-Euclidean random objects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6886743)