التفاصيل البيبلوغرافية
| العنوان: |
Inference under functional proportional and common principal component models |
| المؤلفون: |
Boente, Graciela gboente@dm.uba.ar, Rodriguez, Daniela drodrig@dm.uba.ar, Sued, Mariela msued@dm.uba.ar |
| المصدر: |
Journal of Multivariate Analysis. Feb2010, Vol. 101 Issue 2, p464-475. 12p. |
| مصطلحات موضوعية: |
*INFERENCE (Logic), *FUNCTIONAL analysis, *PRINCIPAL components analysis, *ANALYSIS of covariance, *OPERATOR theory, *ESTIMATION theory, *ASYMPTOTIC distribution |
| مستخلص: |
Abstract: In many situations, when dealing with several populations with different covariance operators, equality of the operators is assumed. Usually, if this assumption does not hold, one estimates the covariance operator of each group separately, which leads to a large number of parameters. As in the multivariate setting, this is not satisfactory since the covariance operators may exhibit some common structure. In this paper, we discuss the extension to the functional setting of the common principal component model that has been widely studied when dealing with multivariate observations. Moreover, we also consider a proportional model in which the covariance operators are assumed to be equal up to a multiplicative constant. For both models, we present estimators of the unknown parameters and we obtain their asymptotic distribution. A test for equality against proportionality is also considered. [Copyright &y& Elsevier] |
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