Titolo
Rate of Convergence for spline estimates of Nonlinear Principal Components of Random Variables
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2007 - Volume: 07 - Fascicolo: 18 - Pagina iniziale: 1 - Pagina finale: 17

The aim of this paper is to introduce and study an estimation procedure for the Nonlinear Principal Components recently de…ned by Goia and Salinelli for an absolutely continuous random variable X . The estimator proposed is based on Spline functions and adapts to a statistical framework the classical Rayleigh-Ritz method. Asymptotic properties of the estimator are proved,providing the rate of convergence under suitable mild conditions.



Testo completo: http://semeq.unipmn.it/files/quaderno%20n.18%20completo.pdf

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