Principal component analysis for a stationary random function defined on a locally compact abelian group

DOI10.1006/jmva.1994.1046zbMath0807.62048OpenAlexW2071491953MaRDI QIDQ1340275

Jacques Dauxois, Alain Boudou

Publication date: 1 March 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1046

zbMATH Keywords

frequency domainHilbert spaceprincipal component analysislocally compact abelian grouprandom measurecanonical analysisstationary random function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and spectral analysis (62M15) Random measures (60G57)

Related Items (12)

SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION ⋮ Principal Components Analysis of a Cyclostationary Random Function ⋮ Time-dependent frequency domain principal components analysis of multichannel non-stationary signals ⋮ Approximation of the principal components analysis of a stationary function ⋮ Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral ⋮ A 50-year personal journey through time with principal component analysis ⋮ On proximity between PCA in the frequency domain and usual PCA ⋮ On functional data analysis and related topics ⋮ Principal components analysis and cyclostationarity ⋮ Centered and non-centered principal component analyses in the frequency domain ⋮ On the integral with respect to the tensor product of two random measures ⋮ On spectral and random measures associated to discrete and continuous-time processes

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