Kernel-based functional principal components

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.

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Year of publication:	2000
Authors:	Boente, Graciela ; Fraiman, Ricardo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 4, p. 335-345
Publisher:	Elsevier
Keywords:	Functional principal components Kernel methods Hilbert-Schmidt operators Eigenfunctions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224102