Pages that link to "Item:Q3598127"
From MaRDI portal
The following pages link to Theory for high-order bounds in functional principal components analysis (Q3598127):
Displaying 32 items.
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Minimax adaptive tests for the functional linear model (Q355113) (← links)
- Testing for a change in covariance operator (Q394564) (← links)
- Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
- On properties of percentile bootstrap confidence intervals for prediction in functional linear regression (Q899364) (← links)
- Mixture inner product spaces and their application to functional data analysis (Q1747743) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Weighted least squares methods for prediction in the functional data linear model (Q1952006) (← links)
- A topologically valid construction of depth for functional data (Q2034453) (← links)
- Oracle-efficient estimation for functional data error distribution with simultaneous confidence band (Q2072397) (← links)
- Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
- Inference in functional linear quantile regression (Q2140865) (← links)
- Nonasymptotic upper bounds for the reconstruction error of PCA (Q2196210) (← links)
- Skew-normal partial functional linear model and homogeneity test (Q2317342) (← links)
- A modification of Silverman's method for smoothed functional principal components analysis (Q2320911) (← links)
- Defining probability density for a distribution of random functions (Q2380100) (← links)
- Regularized partially functional quantile regression (Q2400814) (← links)
- Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier (Q2443201) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Forecasting functional time series (Q2510693) (← links)
- Interpretable functional principal component analysis (Q2827196) (← links)
- On asymptotic distribution of prediction in functional linear regression (Q2953441) (← links)
- Functional time series approach for forecasting very short-term electricity demand (Q5128897) (← links)
- Perturbation bounds for eigenspaces under a relative gap condition (Q5210923) (← links)
- Cross-validation approximation in functional linear regression (Q5218876) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- On Properties of Functional Principal Components Analysis (Q5434734) (← links)
- Latent group detection in functional partially linear regression models (Q6079865) (← links)
- Thresholding mean test for functional data with power enhancement (Q6544007) (← links)
- Simultaneous inference and uniform test for eigensystems of functional data (Q6554252) (← links)