Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne

DOI10.5802/afst.729zbMath0756.41016OpenAlexW2335389446MaRDI QIDQ4014734

Philippe Besse

Publication date: 12 October 1992

Published in: Annales de la faculté des sciences de Toulouse Mathématiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_1991_5_12_3_329_0

zbMATH Keywords

Principal components analysissmoothing spline functionsHilbertian random variable

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Spline approximation (41A15)

Related Items

Statistical properties of kernel principal component analysis ⋮ A spectral surrogate model for stochastic simulators computed from trajectory samples ⋮ Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1 ⋮ Forecasting PC-ARIMA Models for Functional Data ⋮ Computational considerations in functional principal component analysis ⋮ Forecasting with unequally spaced data by a functional principal component approach

Cites Work

• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Principal components analysis of sampled functions
• Hilbertian kernels and spline functions
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Data analysis for numerical and categorical individual time-series
• Introdction to Measure and Probability
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