Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
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DOI: 10.1080/01621459.2023.2200522
Abstract: Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the number of random… read more here.
Keywords: functional thresholding; thresholding; adaptive functional; covariance function ... See more keywords