Lee, S.Y. and Zhang, W. and Song, X. (2002) Estimation of covariance with functional data. British Journal of Mathematical and Statistical Psychology, 55 (2). pp. 247-261. ISSN 0007-1102.
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This paper describes a two-step procedure for estimating the covariance function and its eigenvalues and eigenfunctions in situations where the data are curves or functions, The first step produces initial estimates of eigenfunctions using a standard principal components analysis. At the second step, these initial estimates are smoothed via local polynomial fitting, with the bandwidth in the kernel function being selected by a data-driven procedure. The results of a simulation study and three real examples are presented to illustrate the performance of the proposed methodology.
|Subjects:||Q Science > QA Mathematics (inc Computing science)|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Judith Broom|
|Date Deposited:||03 Oct 2008 16:53|
|Last Modified:||14 Jan 2010 14:41|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/10597 (The current URI for this page, for reference purposes)|
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