空间依赖下稀疏与密集函数数据的统一主成分分析。

IF 2.9 2区 数学 Q1 ECONOMICS
Haozhe Zhang, Yehua Li
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引用次数: 8

摘要

我们考虑在地质统计学设置下收集的空间相关功能数据,其中从空间点过程中采样位置。功能响应是空间依赖的功能效应和空间独立的功能块效应的总和。对每个函数的观察都是在离散的时间点上进行的,并且受到测量误差的影响。在空间平稳性和各向同性的假设下,提出了时空协方差函数的张量积样条估计。在进一步假设共区域化协方差结构的基础上,提出了一种借鉴邻函数信息的泛函主成分分析方法。该方法还生成了空间协方差函数的非参数估计量,可用于函数克里格。在稀疏和密集泛函数据、填充和递增域渐近范式的统一框架下,我们给出了所提估计量的渐近收敛速率。通过仿真研究和分别代表稀疏和密集函数数据的两个实际数据应用,证明了该方法的优点。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency.

Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency.

Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency.

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially independent functional nugget effect. Observations on each function are made on discrete time points and contaminated with measurement errors. Under the assumption of spatial stationarity and isotropy, we propose a tensor product spline estimator for the spatio-temporal covariance function. When a coregionalization covariance structure is further assumed, we propose a new functional principal component analysis method that borrows information from neighboring functions. The proposed method also generates nonparametric estimators for the spatial covariance functions, which can be used for functional kriging. Under a unified framework for sparse and dense functional data, infill and increasing domain asymptotic paradigms, we develop the asymptotic convergence rates for the proposed estimators. Advantages of the proposed approach are demonstrated through simulation studies and two real data applications representing sparse and dense functional data, respectively.

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来源期刊
Journal of Business & Economic Statistics
Journal of Business & Economic Statistics 数学-统计学与概率论
CiteScore
5.00
自引率
6.70%
发文量
98
审稿时长
>12 weeks
期刊介绍: The Journal of Business and Economic Statistics (JBES) publishes a range of articles, primarily applied statistical analyses of microeconomic, macroeconomic, forecasting, business, and finance related topics. More general papers in statistics, econometrics, computation, simulation, or graphics are also appropriate if they are immediately applicable to the journal''s general topics of interest. Articles published in JBES contain significant results, high-quality methodological content, excellent exposition, and usually include a substantive empirical application.
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