A survey of functional principal component analysis

Han Lin Shang

No 6/11, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical representations are curves, images or shapes. As a new area of Statistics, functional data analysis extends existing methodologies and theories from the fields of functional analysis, generalized linear models, multivariate data analysis, nonparametric statistics and many others. This paper provides a review into functional data analysis with main emphasis on functional principal component analysis, functional principal component regression, and bootstrap in functional principal component regression. Recent trends as well as open problems in the area are discussed.

Keywords: Bootstrap; functional principal component regression; functional time series; Stiefel manifold; Von Mise-Fisher distribution. (search for similar items in EconPapers)
Pages: 37 pages
Date: 2011-05
New Economics Papers: this item is included in nep-ecm and nep-ets
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Journal Article: A survey of functional principal component analysis (2014)
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