Asymptotic properties of principal component projections with repeated eigenvalues

Justin Petrovich; Matthew Reimherr

doi:10.1016/j.spl.2017.07.004

Asymptotic properties of principal component projections with repeated eigenvalues

Justin Petrovich, Matthew Reimherr

Statistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

In FPCA methods, it is common to assume that the eigenvalues are distinct in order to facilitate theoretical proofs. We relax this assumption, provide a stochastic expansion for the estimated functional principal component projections, and establish their asymptotic normality.

Original language	English (US)
Pages (from-to)	42-48
Number of pages	7
Journal	Statistics and Probability Letters
Volume	130
DOIs	https://doi.org/10.1016/j.spl.2017.07.004
State	Published - Nov 2017

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2017.07.004

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title = "Asymptotic properties of principal component projections with repeated eigenvalues",

abstract = "In FPCA methods, it is common to assume that the eigenvalues are distinct in order to facilitate theoretical proofs. We relax this assumption, provide a stochastic expansion for the estimated functional principal component projections, and establish their asymptotic normality.",

author = "Justin Petrovich and Matthew Reimherr",

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T1 - Asymptotic properties of principal component projections with repeated eigenvalues

AU - Petrovich, Justin

AU - Reimherr, Matthew

PY - 2017/11

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AB - In FPCA methods, it is common to assume that the eigenvalues are distinct in order to facilitate theoretical proofs. We relax this assumption, provide a stochastic expansion for the estimated functional principal component projections, and establish their asymptotic normality.

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DO - 10.1016/j.spl.2017.07.004

M3 - Article

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VL - 130

SP - 42

EP - 48

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Asymptotic properties of principal component projections with repeated eigenvalues

Abstract

All Science Journal Classification (ASJC) codes

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