Ontology highlight
ABSTRACT:
SUBMITTER: Li C
PROVIDER: S-EPMC8276768 | biostudies-literature | 2020
REPOSITORIES: biostudies-literature
Li Cai C Xiao Luo L Luo Sheng S
Stat (International Statistical Institute) 20200617 1
Covariance estimation is essential yet underdeveloped for analyzing 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 spectral decomposition of the associated covariance operator and explicit expressions of the resulting eigenfunctions as linear combinations of B-spline bases, thereby dramatically facilitating subseq ...[more]