Kernel-based functional principal components
In this paper, we propose kernel-based smooth estimates of the functional principal components when data are continuous trajectories of stochastic processes. Strong consistency and the asymptotic distribution are derived under mild conditions.
Volume (Year): 48 (2000)
Issue (Month): 4 (July)
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- 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.
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- Yurinskii, V. V., 1976. "Exponential inequalities for sums of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 473-499, December.
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