| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155318 | Statistics & Probability Letters | 2006 | 8 Pages |
Abstract
The aim of this article is the approximation of the principal components analysis (PCA) of a stationary function, defined on RR, by the PCA of a stationary series. For this, we use a discretization of the real line. We study the behavior of the approximation when the step of discretization decreases.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alain Boudou,