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Dynamic relations for sparsely sampled Gaussian processes

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  • Hans-Georg Müller

    ()

  • Wenjing Yang

    ()

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    File URL: http://hdl.handle.net/10.1007/s11749-009-0176-4
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    Bibliographic Info

    Article provided by Springer in its journal TEST.

    Volume (Year): 19 (2010)
    Issue (Month): 1 (May)
    Pages: 1-29

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    Handle: RePEc:spr:testjl:v:19:y:2010:i:1:p:1-29

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    Web page: http://www.springerlink.com/link.asp?id=120411

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    Related research

    Keywords: Derivatives; Functional data analysis; Gaussian process; 62G20; 62H25; 62M86;

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    References

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    1. Lin X. & Carroll R. J., 2001. "Semiparametric Regression for Clustered Data Using Generalized Estimating Equations," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1045-1056, September.
    2. Fang Yao & Thomas C. M. Lee, 2006. "Penalized spline models for functional principal component analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 3-25.
    3. Dauxois, J. & Pousse, A. & Romain, Y., 1982. "Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 136-154, March.
    4. Philippe Besse & J. Ramsay, 1986. "Principal components analysis of sampled functions," Psychometrika, Springer, vol. 51(2), pages 285-311, June.
    5. Lan Zhou & Jianhua Z. Huang & Raymond J. Carroll, 2008. "Joint modelling of paired sparse functional data using principal components," Biometrika, Biometrika Trust, vol. 95(3), pages 601-619.
    6. Naisyin Wang & Raymond J. Carroll & Xihong Lin, 2005. "Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 147-157, March.
    7. Dubin, Joel A. & Muller, Hans-Georg, 2005. "Dynamical Correlation for Multivariate Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 872-881, September.
    8. Cardot, Herve & Crambes, Christophe & Kneip, Alois & Sarda, Pascal, 2007. "Smoothing splines estimators in functional linear regression with errors-in-variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4832-4848, June.
    9. Eubank, R.L. & Hsing, Tailen, 2008. "Canonical correlation for stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1634-1661, September.
    10. Kneip, Alois & Ramsay, James O, 2008. "Combining Registration and Fitting for Functional Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1155-1165.
    11. Daniel Gervini & Theo Gasser, 2005. "Nonparametric maximum likelihood estimation of the structural mean of a sample of curves," Biometrika, Biometrika Trust, vol. 92(4), pages 801-820, December.
    12. J. Fan & J.-T. Zhang, 2000. "Two-step estimation of functional linear models with applications to longitudinal data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 303-322.
    13. Colin Wu & Kai Yu & Chin-Tsang Chiang, 2000. "A Two-Step Smoothing Method for Varying-Coefficient Models with Repeated Measurements," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(3), pages 519-543, September.
    14. He, Guozhong & Müller, Hans-Georg & Wang, Jane-Ling, 2003. "Functional canonical analysis for square integrable stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 54-77, April.
    15. Hervé Cardot, 2003. "Testing Hypotheses in the Functional Linear Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 30(1), pages 241-255.
    16. Chiang C-T. & Rice J. A & Wu C. O, 2001. "Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 605-619, June.
    17. Yao, Fang & Muller, Hans-Georg & Wang, Jane-Ling, 2005. "Functional Data Analysis for Sparse Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 577-590, June.
    18. Müller, Hans-Georg & Yao, Fang, 2008. "Functional Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1534-1544.
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    Cited by:
    1. Şentürk, Damla & Ghosh, Samiran & Nguyen, Danh V., 2014. "Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 1-15.

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