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Fast covariance estimation for multivariate sparse functional data

Covariance estimation is essential yet underdeveloped for analysing multivariate functional data. We propose a fast covariance estimation method for multivariate sparse functional data using bivariate penalized splines. The tensor‐product B‐spline formulation of the proposed method enables a simple...

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Detalles Bibliográficos
Autores principales: Li, Cai, Xiao, Luo, Luo, Sheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: John Wiley and Sons Inc. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8276768/
https://www.ncbi.nlm.nih.gov/pubmed/34262756
http://dx.doi.org/10.1002/sta4.245