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Degrees of Freedom in Functional Principal Components Analysis

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  • Zixin Lin

Abstract

This paper develops the analytical form of the degrees of freedom in functional principal components analysis. Under the framework of unbiased risk estimation, we derive an unbiased estimator with a clear analytical formula for the degrees of freedom in the one-way penalized functional principal components analysis paradigm. Specifically, a new analytical formula incorporating binary smoothing parameters is also derived based on the singular value decomposition and half-smoothed method regarding the two-way penalized functional principal components analysis framework. The performance of our procedures is demonstrated by simulation studies.

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  • Zixin Lin, 2021. "Degrees of Freedom in Functional Principal Components Analysis," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-11, October.
    • Handle: RePEc:hin:jnlmpe:8992841
    DOI: 10.1155/2021/8992841
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