Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors.

Jan Beran Haiyan Liu

Published in: J. Multivar. Anal. (2016)

Keyphrases

covariance matrix
parameter estimation
monte carlo simulation
error analysis
complex systems
principal components
parametric models
estimation error
hessian matrix
data sets
scoring functions
eigendecomposition
classification models
model selection
maximum likelihood
graphical models
high dimensional