Theory of functional principal component analysis for discretely observed data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3211110 (Why is no real title available?)
- A reproducing kernel Hilbert space approach to functional linear regression
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic maximal deviation of M-smoothers
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- Consistency of restricted maximum likelihood estimators of principal components
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Eigenvalue distribution of large random matrices
- Estimation in functional regression for general exponential families
- From sparse to dense functional data and beyond
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Functional linear regression analysis for longitudinal data
- Functional linear regression for discretely observed data: from ideal to reality
- Generalized functional linear models
- Inference for functional data with applications
- Intrinsic Riemannian functional data analysis for sparse longitudinal observations
- Linear processes in function spaces. Theory and applications
- Lower bounds for invariant statistical models with applications to principal component analysis
- Methodology and convergence rates for functional linear regression
- Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
- Nonparametric functional data analysis. Theory and practice.
- On Properties of Functional Principal Components Analysis
- On some global measures of the deviations of density function estimates
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal estimation for the functional Cox model
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition
- Penalized Spline Models for Functional Principal Component Analysis
- Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
- Prediction in functional linear regression
- Properties of principal component methods for functional and longitudinal data analysis
- Random matrix theory in statistics: a review
- Spectral analysis of large dimensional random matrices
- Spiked separable covariance matrices and principal components
- Statistical inference for principal components of spiked covariance matrices
- Statistical inferences for functional data
- Strong uniform consistency rates for estimators of conditional functionals
- Testing hypotheses about the number of factors in large factor models
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Theory of functional principal component analysis for discretely observed data
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
This page was built for publication: Theory of functional principal component analysis for discretely observed data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6891649)