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Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference

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Author Info
Dauxois, J.
Pousse, A.
Romain, Y.
Abstract

From the results of convergence by sampling in linear principal component analysis (of a random function in a separable Hilbert space), the limiting distribution is given for the principal values and the principal factors. These results can be explicitly written in the normal case. Some applications to statistical inference are investigated.

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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 12 (1982)
Issue (Month): 1 (March)
Pages: 136-154
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Handle: RePEc:eee:jmvana:v:12:y:1982:i:1:p:136-154

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Keywords: Principal component analysis asymptotic distributions;

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  1. Ana Aguilera & Francisco OcaƱa & Mariano Valderrama, 1999. "Forecasting with unequally spaced data by a functional principal component approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 233-253, June. [Downloadable!] (restricted)
  2. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 1-73, June. [Downloadable!] (restricted)
  3. Han Lin Shang & Rob J Hyndman, 2009. "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers 8/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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