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The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…

统计理论 · 数学 2018-12-10 Piotr Kokoszka , Stilian Stoev , Qian Xiong

We develop methodology for the estimation of the functional mean and the functional principal components when the functions form a spatial process. The data consist of curves $X(\mathbf{s}_k;t),t\in[0,T],$ observed at spatial locations…

应用统计 · 统计学 2012-06-29 Oleksandr Gromenko , Piotr Kokoszka , Lie Zhu , Jan Sojka

We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…

机器学习 · 统计学 2018-06-04 Carl-Johann Simon-Gabriel , Adam Ścibior , Ilya Tolstikhin , Bernhard Schölkopf

We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified…

统计理论 · 数学 2012-11-12 Yehua Li , Tailen Hsing

For sequentially observed functional data exhibiting multiple change points in the mean function, we establish consistency results for the estimated number and locations of the change points based on the norm of the functional CUSUM process…

统计理论 · 数学 2020-01-03 Gregory Rice , Chi Zhang

Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate…

统计方法学 · 统计学 2020-09-01 Zhenhua Lin , Jane-Ling Wang , Qixian Zhong

This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…

统计理论 · 数学 2011-05-03 Lajos Horvath , Piotr Kokoszka , Ron Reeder

Estimation of the mean and covariance parameters for functional data is a critical task, with local linear smoothing being a popular choice. In recent years, many scientific domains are producing multivariate functional data for which $p$,…

统计理论 · 数学 2024-09-24 Alexander Petersen

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…

统计理论 · 数学 2016-08-16 Peter Hall , Hans-Georg Müller , Jane-Ling Wang

In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…

统计方法学 · 统计学 2011-02-15 Ronaldo Dias , Nancy L. Garcia , Alexandra M. Schmidt

This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by…

统计理论 · 数学 2014-11-19 Chong Liu , Surajit Ray , Giles Hooker

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

统计方法学 · 统计学 2021-06-18 Haozhe Zhang , Yehua Li

The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. In this paper, we study optimal estimation of the mean function under both common and independent designs.…

统计理论 · 数学 2012-02-24 T. Tony Cai , Ming Yuan

We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…

统计方法学 · 统计学 2020-06-08 Zhenhua Lin , Jane-Ling Wang

Covariance operators of random functions are crucial tools to study the way random elements concentrate over their support. The principal component analysis of a random function X is well-known from a theoretical viewpoint and extensively…

统计理论 · 数学 2016-08-14 André Mas

We consider the problem of consistently estimating the conditional distribution $P(Y \in A |X)$ of a functional data object $Y=(Y(t): t\in[0,1])$ given covariates $X$ in a general space, assuming that $Y$ and $X$ are related by a functional…

统计理论 · 数学 2021-05-05 Siegfried Hörmann , Thomas Kuenzer , Gregory Rice

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

统计方法学 · 统计学 2008-12-16 Heng Lian

Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…

统计理论 · 数学 2015-05-07 William Kleiber

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

统计方法学 · 统计学 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

We develop a test of normality for spatially indexed functions. The assumption of normality is common in spatial statistics, yet no significance tests, or other means of assessment, have been available for functional data. This paper aims…

统计方法学 · 统计学 2021-07-01 Thomas Kuenzer , Siegfried Hörmann , Piotr Kokoszka
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