The Internet Archive has a preservation copy of this work in our general collections.
The file type is application/pdf
.
Local functional principal component analysis
[article]
2007
arXiv
pre-print
Covariance operators of random functions are crucial tools to study the way random elements concentrate over their support. The principal component analysis of a random function X is well-known from a theoretical viewpoint and extensively used in practical situations. In this work we focus on local covariance operators. They provide some pieces of information about the distribution of X around a fixed point of the space x₀. A description of the asymptotic behaviour of the theoretical and
arXiv:math/0702609v1
fatcat:axae7vqnond3vijhal7ejzjn7i