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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| Official URL http://dx.doi.org/10.1348/000711002760554570 |
Abstract
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.
| Item Type: | Article |
|---|---|
| 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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