Pages that link to "Item:Q1002147"

The following pages link to Common functional principal components (Q1002147):

Displaying 50 items.

• On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
• Optimal classification and nonparametric regression for functional data (Q282559) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
• Functional data analysis with increasing number of projections (Q392095) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' (Q497816) (← links)
• Identifying the finite dimensionality of curve time series (Q620552) (← links)
• Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Weakly dependent functional data (Q973886) (← links)
• Properties of design-based functional principal components analysis (Q1036706) (← links)
• Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
• Inference under functional proportional and common principal component models (Q1049549) (← 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)
• Locally stationary functional time series (Q1697469) (← links)
• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• On the evolution of the united kingdom price distributions (Q1728676) (← links)
• The spatial sign covariance operator: asymptotic results and applications (Q1733274) (← links)
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
• Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression (Q1750258) (← links)
• Dependent functional data (Q1952694) (← links)
• Two-sample testing for mean functions with incompletely observed functional data (Q1987589) (← links)
• A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
• A partition Dirichlet process model for functional data analysis (Q2040661) (← links)
• Two-sample inference for sparse functional data (Q2044341) (← links)
• Testing the equality of a large number of means of functional data (Q2048122) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• On mean derivative estimation of longitudinal and functional data: from sparse to dense (Q2065324) (← links)
• Testing equality of spectral density operators for functional processes (Q2078561) (← links)
• Preprocessing noisy functional data: a multivariate perspective (Q2106796) (← links)
• Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
• Functional multiple-outcome model in application to multivariate growth curves of infant data (Q2235633) (← links)
• Inferential procedures for partially observed functional data (Q2274966) (← links)
• Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
• Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
• Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident (Q2318676) (← links)
• Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
• Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479) (← links)
• Quadratic forms of the empirical processes for the two-sample problem for functional data (Q2404163) (← links)
• Exact tests for the means of Gaussian stochastic processes (Q2406811) (← links)
• Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)