Regular variation in Hilbert spaces and principal component analysis for functional extremes
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Publication:6570492
DOI10.1016/j.spa.2024.104375MaRDI QIDQ6570492
Stéphan Clémençon, Nathan Huet, Anne Sabourin
Publication date: 10 July 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
principal component analysisregular variationfunctional data analysisHilbert space-valued stochastic processes
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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