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Dynamic relations for sparsely sampled Gaussian processes

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  • Hans-Georg Müller

    ()

  • Wenjing Yang

    ()

Abstract

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Suggested Citation

  • Hans-Georg Müller & Wenjing Yang, 2010. "Dynamic relations for sparsely sampled Gaussian processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 1-29, May.
  • Handle: RePEc:spr:testjl:v:19:y:2010:i:1:p:1-29
    DOI: 10.1007/s11749-009-0176-4
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    References listed on IDEAS

    as
    1. Müller, Hans-Georg & Yao, Fang, 2008. "Functional Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1534-1544.
    2. repec:taf:gnstxx:v:21:y:2009:i:1:p:19-40 is not listed on IDEAS
    3. 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.
    4. 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;The Institute of Statistical Mathematics, vol. 52(3), pages 519-543, September.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. Philippe Besse & J. Ramsay, 1986. "Principal components analysis of sampled functions," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 285-311, June.
    14. 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.
    15. 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.
    16. 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.
    17. Eubank, R.L. & Hsing, Tailen, 2008. "Canonical correlation for stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1634-1661, September.
    18. 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.
    19. 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.
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    Citations

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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.
    2. Laha, A. K. & Rathi, Poonam, 2017. "New Approaches to Prediction using Functional Data Analysis," IIMA Working Papers WP 2017-08-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Laha, A. K. & Rathi, Poonam, 2017. "Are the temperature of Indian cities Increasing?: Some Insights Using Change Point Analysis with Functional Data," IIMA Working Papers WP 2017-08-03, Indian Institute of Management Ahmedabad, Research and Publication Department.

    More about this item

    Keywords

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

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