Computational considerations in functional principal component analysis (Q964622)
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scientific article; zbMATH DE number 5697301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational considerations in functional principal component analysis |
scientific article; zbMATH DE number 5697301 |
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Computational considerations in functional principal component analysis (English)
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22 April 2010
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A general technique of functional principal component analysis (FPCA) is considered from the Hilbert space geometry point of view. Special attention is paid to the equivalence of PCA with different norms and PCA with preliminary transformed data. An application is presented to the functional data accounting the accumulated number of university professors nominated in twenty Spanish universities.
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preliminary transformations
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Hilbert spaces
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covariance estimation
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orthogonal projections
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