Pages that link to "Item:Q1002147"
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The following pages link to Common functional principal components (Q1002147):
Displaying 31 items.
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- Functional time series approach to analyzing asset returns co-movements (Q2673199) (← links)
- A \(k\)-sample test for functional data based on generalized maximum mean discrepancy (Q2674407) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Interpretable functional principal component analysis (Q2827196) (← links)
- Simultaneous inference for the mean function based on dense functional data (Q2892931) (← links)
- On asymptotic distribution of prediction in functional linear regression (Q2953441) (← links)
- Adaptive Inference for the Mean of a Gaussian Process in Functional Data (Q3100684) (← links)
- Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data (Q3121179) (← links)
- Additive Function-on-Function Regression (Q3391147) (← links)
- Two sample inference in functional linear models (Q3651430) (← links)
- Testing the Equality of Covariance Operators in Functional Samples (Q4911970) (← links)
- Homogeneity test for functional data (Q5035769) (← links)
- Eigen-Adjusted Functional Principal Component Analysis (Q5057248) (← links)
- Kernel based method for the <i>k</i>-sample problem with functional data (Q5095978) (← links)
- Representation and reconstruction of covariance operators in linear inverse problems (Q5117389) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
- Functional data analysis for density functions by transformation to a Hilbert space (Q5963520) (← links)
- Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares (Q6039858) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes (Q6044614) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
- Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
- Comparison between spatio‐temporal random processes and application to climate model data (Q6179633) (← links)
- Interpoint distance-based two-sample tests for functional data (Q6541113) (← links)
- Thresholding mean test for functional data with power enhancement (Q6544007) (← links)
- Transportation-based functional ANOVA and PCA for covariance operators (Q6546438) (← links)
- Functional data analysis: an introduction and recent developments (Q6649359) (← links)
- FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs (Q6657686) (← links)
- Different PCA approaches for vector functional time series with applications to resistive switching processes (Q6659325) (← links)
