Lee, Sik-Yum, Zhang, Wenyang, Song, Xin-Yuan (2002) Estimation of covariance with functional data. British Journal of Mathematical and Statistical Psychology, 55 (2). pp. 247-261. ISSN 0007-1102. (doi:10.1348/000711002760554570) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10597)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| 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 |
|---|---|
| DOI/Identification number: | 10.1348/000711002760554570 |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Institutional Unit: | Schools > School of Engineering, Mathematics and Physics > Mathematical Sciences |
| Former Institutional Unit: |
Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
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| Depositing User: | Judith Broom |
| Date Deposited: | 03 Oct 2008 16:53 UTC |
| Last Modified: | 20 May 2025 11:32 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/10597 (The current URI for this page, for reference purposes) |
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