Pages that link to "Item:Q1733263"

The following pages link to Recent advances in functional data analysis and high-dimensional statistics (Q1733263):

Displaying 50 items.

• Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
• Asymptotic normality of a generalized maximum mean discrepancy estimator (Q826709) (← links)
• A new way for ranking functional data with applications in diagnostic test (Q1995825) (← links)
• M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data (Q2036155) (← links)
• Variable selection in functional regression models: a review (Q2062803) (← links)
• On functional data analysis and related topics (Q2078520) (← links)
• Feature extraction for functional time series: theory and application to NIR spectroscopy data (Q2078521) (← links)
• Some first inferential tools for spatial regression with differential regularization (Q2078527) (← links)
• \(K\)-expectiles clustering (Q2078530) (← links)
• Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data (Q2078531) (← links)
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Biclustering analysis of functionals via penalized fusion (Q2078535) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
• Conformal prediction bands for multivariate functional data (Q2078543) (← links)
• Financial risk meter FRM based on expectiles (Q2078547) (← links)
• Smoothly adaptively centered ridge estimator (Q2078549) (← links)
• Resolvent estimators for functional autoregressive processes with random coefficients (Q2078551) (← links)
• Anomaly detection: a functional analysis perspective (Q2078552) (← links)
• Consistently recovering the signal from noisy functional data (Q2078554) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach (Q2078559) (← links)
• On projection methods for functional time series forecasting (Q2078562) (← links)
• The correction term in a small-ball probability factorization for random curves (Q2078563) (← links)
• Inference for spatial regression models with functional response using a permutational approach (Q2078566) (← links)
• Invariant tests for functional data with application to an earthquake impact study (Q2078568) (← links)
• Framelet block thresholding estimator for sparse functional data (Q2078569) (← links)
• Level set and density estimation on manifolds (Q2078576) (← links)
• Principal component analysis of infinite variance functional data (Q2101477) (← links)
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
• Local linear estimate of the functional expectile regression (Q2107583) (← links)
• Minimax rate for optimal transport regression between distributions (Q2112279) (← links)
• Missing responses at random in functional single index model for time series data (Q2122835) (← links)
• Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
• Expectile regression for spatial functional data analysis (sFDA) (Q2142464) (← links)
• Intrinsic Riemannian functional data analysis for sparse longitudinal observations (Q2148996) (← links)
• On the rate of convergence for the autocorrelation operator in functional autoregression (Q2170238) (← links)
• Convergence rate of kernel regression estimation for time series data when both response and covariate are functional (Q2189762) (← links)
• Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
• Additive regression with Hilbertian responses (Q2215755) (← links)
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
• Estimation for functional partial linear models with missing responses (Q2288757) (← links)
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
• A \(k\)NN procedure in semiparametric functional data analysis (Q2658008) (← links)
• Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables (Q2666059) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• Covariance estimation error of incomplete functional data under RKHS framework (Q2700392) (← links)
• An introduction to the (postponed) 5th edition of the International Workshop on Functional and Operatorial Statistics (Q3300620) (← links)