Kernel-based functional principal components

被引：72

作者：

Boente, G

Fraiman, R

机构：

[1] Univ Buenos Aires, RA-1053 Buenos Aires, DF, Argentina

[2] CONICET, RA-1033 Buenos Aires, DF, Argentina

[3] Univ San Andres, Buenos Aires, DF, Argentina

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 48卷 / 04期

关键词：

functional principal components; kernel methods; Hilbert-Schmidt operators; eigenfunctions;

D O I：

10.1016/S0167-7152(00)00014-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2000 Elsevier Science B.V. All rights reserved MSC: primary 62G07; 62H25.

引用

页码：335 / 345

页数：11

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