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0901.4252
Cited By
Common functional principal components
27 January 2009
Michal Benko
Wolfgang Härdle
A. Kneip
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Papers citing
"Common functional principal components"
41 / 41 papers shown
Different PCA approaches for vector functional time series with applications to resistive switching processes
Mathematics and Computers in Simulation (Math. Comput. Simul.), 2024
C. Acal
A. M. Aguilera
F. J. Alonso
J. E. Ruiz-Castro
J. B. Roldán
AI4TS
285
0
0
19 Nov 2024
Co-variance Operator of Banach Valued Random Elements: U-Statistic Approach
Suprio Bhar
S. Dhar
258
0
0
07 Jul 2023
Adaptive functional principal components analysis
Sunny G.W. Wang
V. Patilea
N. Klutchnikoff
376
9
0
28 Jun 2023
On the use of the Gram matrix for multivariate functional principal components analysis
Steven Golovkine
Edward Gunning
A. Simpkin
N. Bargary
177
7
0
22 Jun 2023
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs
Social Science Research Network (SSRN), 2023
Vedant Choudhary
S. Jaimungal
Maxime Bergeron
502
11
0
01 Mar 2023
Detecting relevant changes in the spatiotemporal mean function
Journal of Time Series Analysis (JTSA), 2022
Holger Dette
P. Quanz
TTA
189
6
0
09 Mar 2022
Statistical inference for the slope parameter in functional linear regression
T. Kutta
Gauthier Dierickx
Holger Dette
232
11
0
16 Aug 2021
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
International Journal of Forecasting (IJF), 2021
H. Shang
Fearghal Kearney
171
23
0
22 Jul 2021
Filtrated Common Functional Principal Components for Multivariate Functional data
Shuhao Jiao
R. Frostig
H. Ombao
206
14
0
02 Jun 2021
Preprocessing noisy functional data: a multivariate perspective
Electronic Journal of Statistics (EJS), 2020
Siegfried Hormann
Fatima Jammoul
244
5
0
10 Dec 2020
A Kernel Two-Sample Test for Functional Data
Journal of machine learning research (JMLR), 2020
George Wynne
Andrew B. Duncan
381
58
0
25 Aug 2020
Pivotal tests for relevant differences in the second order dynamics of functional time series
Bernoulli (Bernoulli), 2020
Anne van Delft
Holger Dette
337
4
0
09 Apr 2020
Testing Equality of Spectral Density Operators for Functional Processes
Journal of Multivariate Analysis (JMA), 2020
Anne Leucht
E. Paparoditis
D. Rademacher
T. Sapatinas
217
1
0
05 Apr 2020
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Alexander Aue
Holger Dette
Gregory Rice
170
8
0
13 Sep 2019
Kernel Hypothesis Testing with Set-valued Data
Alexis Bellot
M. Schaar
381
0
0
09 Jul 2019
Testing relevant hypotheses in functional time series via self-normalization
Holger Dette
K. Kokot
S. Volgushev
OOD
283
54
0
17 Sep 2018
Bootstrapping Max Statistics in High Dimensions: Near-Parametric Rates Under Weak Variance Decay and Application to Functional and Multinomial Data
Miles E. Lopes
Zhenhua Lin
Hans-Georg Mueller
426
8
0
12 Jul 2018
The spatial sign covariance operator: Asymptotic results and applications
G. Boente
Daniela Rodriguez
M. Sued
92
11
0
11 Apr 2018
Testing equality of spectral density operators for functional linear processes
Anne Leucht
E. Paparoditis
T. Sapatinas
199
7
0
10 Apr 2018
Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes
V. Masarotto
V. Panaretos
Y. Zemel
197
74
0
06 Jan 2018
Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the K-Sample Mean Problem
D. Pilavakis
E. Paparoditis
T. Sapatinas
309
11
0
03 Nov 2017
Permutation tests in the two-sample problem for functional data
A. Cabaña
Ana Maria Estrada
J. I. Pena
A. Quiroz
95
8
0
21 Oct 2016
Bootstrap methods for stationary functional time series
H. Shang
AI4TS
172
50
0
03 Oct 2016
Optimal Bayes Classifiers for Functional Data and Density Ratios
Xiongtao Dai
Hans-Georg Müller
Fang Yao
180
49
0
12 May 2016
Conjugate Processes: Theory and Application to Risk Forecasting
E. Horta
F. Ziegelmann
102
4
0
06 Apr 2016
Optimal classification and nonparametric regression for functional data
A. Meister
183
14
0
30 Mar 2016
Functional data analysis for density functions by transformation to a Hilbert space
Alexander Petersen
Hans-Georg Müller
157
202
0
12 Jan 2016
Two sample inference for the second-order property of temporally dependent functional data
Xianyang Zhang
Xiaofeng Shao
150
40
0
02 Jun 2015
Optimal eigen expansions and uniform bounds
M. Jirak
624
18
0
05 Jan 2015
Sequential block bootstrap in a Hilbert space with application to change point analysis
O. Sharipov
J. Tewes
Martin Wendler
341
68
0
01 Dec 2014
Bootstrap-Based K-Sample Testing For Functional Data
E. Paparoditis
T. Sapatinas
344
11
0
15 Sep 2014
Testing equality between several populations covariance operators
G. Boente
Daniela Rodriguez
M. Sued
254
25
0
28 Apr 2014
Fourier analysis of stationary time series in function space
V. Panaretos
Shahin Tavakoli
291
151
0
09 May 2013
Functional Data Analysis with Increasing Number of Projections
Journal of Multivariate Analysis (J. Multivar. Anal.), 2013
Stefan Fremdt
Lajos Horváth
P. Kokoszka
J. Steinebach
198
49
0
25 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
F. Bunea
Luo Xiao
1.2K
98
0
21 Dec 2012
Identifying the finite dimensionality of curve time series
N. Bathia
Q. Yao
F. Ziegelmann
185
85
0
12 Nov 2012
Dynamic Functional Principal Component
Siegfried Hormann
Łukasz Kidziński
Marc Hallin
550
214
0
26 Oct 2012
Testing the Equality of Covariance Operators in Functional Samples
Stefan Fremdt
Lajos Horváth
P. Kokoszka
J. Steinebach
274
102
0
20 Apr 2011
Consistency of the mean and the principal components of spatially distributed functional data
Siegfried Hormann
P. Kokoszka
343
37
0
15 Apr 2011
Weakly dependent functional data
Siegfried Hormann
P. Kokoszka
246
383
0
05 Oct 2010
Properties of Design-Based Functional Principal Components Analysis
H. Cardot
Mohamed Chaouch
C. Goga
C. Labruère
455
48
0
01 Jul 2008
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