Dynamic Functional Principal Components
Summary We address the problem of dimension reduction for time series of functional data (Xt:t∈Z). Such functional time series frequently arise, for example, when a continuous t...
Summary We address the problem of dimension reduction for time series of functional data (Xt:t∈Z). Such functional time series frequently arise, for example, when a continuous t...
We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of common principal components, in the m-sample cases. Those estimator...
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