6533b86ffe1ef96bd12cdb27
RESEARCH PRODUCT
Functional Principal Components Analysis with Survey Data
Hervé CardotCamelia GogaCatherine LabruèreMohamed Chaouchsubject
Functional principal component analysisDelta methodCovariance operatorLinearizationPrincipal component analysisFunctional data analysisEstimatorApplied mathematicsContext (language use)Mathematicsdescription
This work aims at performing Functional Principal Components Analysis (FPCA) with Horvitz-Thompson estimators when the observations are curves collected with survey sampling techniques. FPCA relies on estimations of the eigenelements of the covariance operator which can be seen as nonlinear functionals. Adapting to our functional context the linearization technique based on the influence function developed by Deville (1999), we prove that these estimators are asymptotically design unbiased and convergent. Under mild assumptions, asymptotic variances are derived for the FPCA’ estimators and convergent estimators of them are proposed. Our approach is illustrated with a simulation study and we check the good properties of the proposed estimators of the eigenelements as well as their variance estimators obtained with the linearization approach.
year | journal | country | edition | language |
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2008-01-01 |