Optimal dimension reduction for high-dimensional and functional time series
نویسندگان
چکیده
منابع مشابه
Series expansion for functional sufficient dimension reduction
Functional data are infinite-dimensional statistical objects which pose significant challenges to both theorists and practitioners. Both parametric and nonparametric regressions have received attention in the functional data analysis literature. However, the former imposes stringent constraints while the latter suffers from logarithmic convergence rates. In this article, we consider two popular...
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2018
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-018-9172-1