6533b86ffe1ef96bd12cdb27

RESEARCH PRODUCT

Functional Principal Components Analysis with Survey Data

Hervé CardotCamelia GogaCatherine LabruèreMohamed Chaouch

subject

Functional principal component analysisDelta methodCovariance operatorLinearizationPrincipal component analysisFunctional data analysisEstimatorApplied mathematicsContext (language use)Mathematics

description

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.

https://doi.org/10.1007/978-3-7908-2062-1_16