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Fast covariance estimation for sparse functional data

Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline smoother that is designed for covariance smoothing and can be used...

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Detalles Bibliográficos
Autores principales: Xiao, Luo, Li, Cai, Checkley, William, Crainiceanu, Ciprian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5807553/
https://www.ncbi.nlm.nih.gov/pubmed/29449762
http://dx.doi.org/10.1007/s11222-017-9744-8