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November 2007 The delta method for analytic functions of random operators with application to functional data
J. Cupidon, D.S. Gilliam, R. Eubank, F. Ruymgaart
Bernoulli 13(4): 1179-1194 (November 2007). DOI: 10.3150/07-BEJ6180

Abstract

In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as the maximum eigenvalue and the corresponding eigenfunctions of an associated pair of regularized operators, similar to the Euclidean case. The known weak convergence of the sample covariance operator, coupled with a delta-method for analytic functions of covariance operators, yields the weak convergence of the pair of associated operators. From the latter weak convergence, the limiting distributions of the canonical quantities of interest can be derived with the help of some further perturbation theory.

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J. Cupidon. D.S. Gilliam. R. Eubank. F. Ruymgaart. "The delta method for analytic functions of random operators with application to functional data." Bernoulli 13 (4) 1179 - 1194, November 2007. https://doi.org/10.3150/07-BEJ6180

Information

Published: November 2007
First available in Project Euclid: 9 November 2007

zbMATH: 1129.62011
MathSciNet: MR2364231
Digital Object Identifier: 10.3150/07-BEJ6180

Keywords: delta-method for analytic functions of covariance operators , Perturbation theory , regularization of operators , regularized functional canonical correlation and variates , weak convergence

Rights: Copyright © 2007 Bernoulli Society for Mathematical Statistics and Probability

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Vol.13 • No. 4 • November 2007
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