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Low-Rank Covariance Function Estimation for Multidimensional Functional Data

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Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this article, we propose a novel... Click to show full abstract

Multidimensional function data arise from many fields nowadays. The covariance function plays an important role in the analysis of such increasingly common data. In this article, we propose a novel...

Keywords: rank covariance; covariance function; function; low rank; function estimation

Journal Title: Journal of the American Statistical Association
Year Published: 2020

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