Hill estimator of projections of functional data on principal components

DOI10.1080/02331888.2019.1609476zbMath1418.62218OpenAlexW2942408626MaRDI QIDQ5384664

Mihyun Kim, Piotr S. Kokoszka

Publication date: 24 June 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2019.1609476

zbMATH Keywords

principal componentsHill estimatorfunctional data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Extremal dependence measure for functional data

Uses Software

• fda (R)

Cites Work

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• Portmanteau Test of Independence for Functional Observations
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• On tail index estimation using dependent data
• Tail index estimation for dependent data
• Principal components analysis of regularly varying functions
• Functional data analysis.
• Testing stationarity of functional time series
• Regular variation for measures on metric spaces
• A family of minimax rates for density estimators in continuous time
• Detecting Changes in the Mean of Functional Observations
• Statistics of Extremes
• Consistency of Hill's estimator for dependent data
• Estimation of the Mean of Functional Time Series and a Two-Sample Problem
• Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
• Heavy-Tail Phenomena

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