Principal Component Analysis in Hilbert Space: a Perturbation Approach.

The setup of our study is the Principal Component Analysis for dependent Hilbert space valued random vectors with examples taken from the ARH (1) model. We prove that convergence rates of the j ^(th) empirical random projection operator II from n to j for almost sure convergence and convergence in distribution depend on rates of convergence of the aasociate sequence of covariance operators.

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Year of publication:	1999
Authors:	Mas, A.
Subject:	MATHEMATICAL ANALYSIS \| ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C60 - Mathematical Methods and Programming. General ; C00 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005486759