Estimation of covariance with functional data

Lee, Sik-Yum and Zhang, Wenyang and 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. (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)

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. (Contact us about this Publication)
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: 25 Apr 2014 12:06
Resource URI: https://kar.kent.ac.uk/id/eprint/10597 (The current URI for this page, for reference purposes)
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