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On properties of functional principal components analysis

Hall, Peter; Hosseini-Nasab, Seyed


Functional data analysis is intrinsically infinite dimensional; functional principal component analysis reduces dimension to a finite level, and points to the most significant components of the data. However, although this technique is often discussed, its properties are not as well understood as they might be. We show how the properties of functional principal component analysis can be elucidated through stochastic expansions and related results. Our approach quantifies the errors that arise...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Journal of the Royal Statistical Society Series B
DOI: 10.1111/j.1467-9868.2005.00535.x


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