Local Functional Principal Component Analysis

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Local functional principal component analysis

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 used in practical situations. In this work we focus on local covariance operators. They provide some pieces of information about the distribution of X around ...

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ژورنال

عنوان ژورنال: Complex Analysis and Operator Theory

سال: 2007

ISSN: 1661-8254,1661-8262

DOI: 10.1007/s11785-007-0026-x