The delta method for analytic functions of random operators with application to functional data
Abstract
In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as the maximum eigenvalue and the corresponding eigenfunctions of an associated pair of regularized operators, similar to the Euclidean case. The known weak convergence of the sample covariance operator, coupled with a delta-method for analytic functions of covariance operators, yields the weak convergence of the pair of associated operators. From the latter weak convergence, the limiting distributions of the canonical quantities of interest can be derived with the help of some further perturbation theory.
Cite
@article{arxiv.0711.4368,
title = {The delta method for analytic functions of random operators with application to functional data},
author = {J. Cupidon and D. S. Gilliam and R. Eubank and F. Ruymgaart},
journal= {arXiv preprint arXiv:0711.4368},
year = {2007}
}
Comments
Published in at http://dx.doi.org/10.3150/07-BEJ6180 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)