Common Functional Component Modelling

Functional data analysis (FDA) has become a popular technique in applied statistics.In particular, this methodology has received considerable attention in recent studiesin empirical finance. In this talk we discuss selected topics of functional principalcomponents analysis that are motivated by financial data.

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Year of publication:	2005-03-24
Authors:	Kneip, Alois ; Benko, Michal
Institutions:	Sonderforschungsbereich Ökonomisches Risiko <Berlin>
Subject:	Statistik \| Datenanalyse \| Komponentenanalyse

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Extent:	273408 bytes 9 p. application/pdf
Series:	Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere Diskussionspapier ; 2005-016
Type of publication:	Book / Working Paper
Language:	English
Classification:	C13 - Estimation ; G19 - General Financial Markets. Other ; Business data processing. Other aspects ; Statistical Methods and Econometrics. Other ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005862112