Principal components of random variables with values in a seperable hilbert space
From MaRDI portal
Publication:5184313
DOI10.1080/02331887308801137zbMath0275.62051OpenAlexW2151513744MaRDI QIDQ5184313
Publication date: 1973
Published in: Mathematische Operationsforschung und Statistik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331887308801137
Related Items (11)
Modeling Time-Varying Random Objects and Dynamic Networks ⋮ Locally stationary functional time series ⋮ Convolution-based linear discriminant analysis for functional data classification ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Modeling sparse longitudinal data on Riemannian manifolds ⋮ Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series ⋮ Intrinsic Riemannian functional data analysis ⋮ Discussion: A Spatial Modeling Approach for Linguistic Object Data: Analyzing Dialect Sound Variations Across Great Britain, by Shahin Tavakoli et al. ⋮ Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ Preprocessing noisy functional data: a multivariate perspective
This page was built for publication: Principal components of random variables with values in a seperable hilbert space
