Pages that link to "Item:Q794111"

The following pages link to Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111):

Displaying 50 items.

• Common functional principal components (Q1002147) (← links)
• Statistics for functional data (Q1020141) (← links)
• Changes in atmospheric radiation from the statistical point of view (Q1020155) (← links)
• Robust forecasting of mortality and fertility rates: a functional data approach (Q1020157) (← links)
• An RKHS formulation of the inverse regression dimension-reduction problem (Q1020976) (← links)
• The Fréchet derivative of an analytic function of a bounded operator with some applications (Q1028885) (← links)
• Properties of design-based functional principal components analysis (Q1036706) (← links)
• Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
• Thresholding projection estimators in functional linear models (Q1049544) (← links)
• Inference under functional proportional and common principal component models (Q1049549) (← links)
• Principal components analysis of sampled functions (Q1091709) (← links)
• PCA stability and choice of dimensionality (Q1185331) (← links)
• Forecasting with unequally spaced data by a functional principal component approach (Q1302071) (← links)
• Tensor products and statistics (Q1338501) (← links)
• Principal component analysis for a stationary random function defined on a locally compact abelian group (Q1340275) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• Large and moderate deviations for infinite-dimensional autoregressive processes. (Q1426344) (← links)
• Kernel-based functional principal components (Q1573259) (← links)
• Searching for the core variables in principal components analysis (Q1620923) (← links)
• A survey of functional principal component analysis (Q1621666) (← links)
• Testing equality between several populations covariance operators (Q1656868) (← links)
• Robust estimators under a functional common principal components model (Q1658178) (← links)
• Functional linear regression with functional response (Q1676375) (← links)
• New asymptotic results in principal component analysis (Q1688427) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Functional data analysis by matrix completion (Q1731742) (← links)
• The spatial sign covariance operator: asymptotic results and applications (Q1733274) (← links)
• Mixture inner product spaces and their application to functional data analysis (Q1747743) (← links)
• Some laws of the iterated logarithm in Hilbertian autoregressive models (Q1765623) (← links)
• Weak convergence for the covariance operators of a Hilbertian linear process. (Q1766074) (← links)
• Analysis of a GPS network based on functional data analysis (Q1789231) (← links)
• \(M\)-type smoothing spline estimators for principal functions (Q1800118) (← links)
• Functional linear model (Q1805953) (← links)
• Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities (Q1807087) (← links)
• Asymptotic theory for common principal component analysis (Q1819503) (← links)
• Perturbation of functional tensors with applications to covariance operators. (Q1871228) (← links)
• Functional nonparametric model for time series: a fractal approach for dimension reduction (Q1872865) (← links)
• Smoothed functional principal components analysis by choice of norm (Q1922392) (← links)
• Asymptotic normality of the principal components of functional time series (Q1947593) (← links)
• Optimal nonlinear transformations of random variables (Q1958510) (← links)
• Functional principal components analysis by choice of norm (Q1969082) (← links)
• Stochastic modeling of random access memories reset transitions (Q1997519) (← links)
• A robust spatial autoregressive scalar-on-function regression with \(t\)-distribution (Q2036140) (← links)
• A partition Dirichlet process model for functional data analysis (Q2040661) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• Two-sample functional linear models with functional responses (Q2059459) (← links)
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
• A 50-year personal journey through time with principal component analysis (Q2062773) (← links)
• Regression based thresholds in principal loading analysis (Q2101461) (← links)
• Principal component analysis of infinite variance functional data (Q2101477) (← links)