A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA

DOI10.1017/S0266466614000784zbMath1441.62859OpenAlexW2098816572MaRDI QIDQ3465607

Alessio Sancetta

Publication date: 22 January 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000784

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Greedy algorithms for prediction ⋮ ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES

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