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Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme 被引量:1

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摘要 The unified weighing scheme for the local-linear smoother in analysing functional data can deal with data that are dense,sparse or of neither type.In this paper,we focus on the convergence rate of functional principal component analysis using this method.Almost sure asymptotic consistency and rates of convergence for the estimators of eigenvalues and eigenfunctions have been established.We also provide the convergence rate of the variance estimation of the measurement error.Based on the results,the number of observations within each curve can be of any rate relative to the sample size,which is consistent with the earlier conclusions about the asymptotic properties of the mean and covariance estimators.
出处 《Statistical Theory and Related Fields》 2020年第1期55-65,共11页 统计理论及其应用(英文)
基金 supported by National Natural Science Foundation of China(project number:11771146,11831008,81530086,11771145) the National Social Science Foundation Key Program(17ZDA091) the 111 Project(B14019) Programof Shanghai Subject Chief Scientist(14XD1401600) supported by the China Postdoctoral Science Foundation(2018M630393).
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