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Selecting and Ordering Components in Functional-Data Linear Prediction

  • Peter Hall
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

For some fifty years the problem of basis choice, in linear prediction problems based on high-dimensional data, has been under discussion. From some viewpoints the debate is no closer to resolution today than in the past. We shall discuss the issues involved, describe theoretical results which shed light on the debate, and introduce methodology that is appropriate in cases where non-standard techniques can be effective.

Keywords

Dimension Reduction Linear Prediction Order Component Basis Choice Orthonormal Eigenvector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Peter Hall
    • 1
  1. 1.Department of Mathematics and StatisticsThe University of Melbourne MelbourneAustralia

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