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dc.contributor.authorChen, Kehui
dc.contributor.authorDelicado Useros, Pedro Francisco
dc.contributor.authorMüller, Hans-Georg
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.date.accessioned2019-01-14T09:21:43Z
dc.date.available2019-01-14T09:21:43Z
dc.date.issued2017
dc.identifier.citationChen, K., Delicado, P., Müller, H-G. Modelling function-valued stochastic processes, with applications to fertility dynamics. "Journal of the Royal Statistical Society. Series B, statistical methodology", 2017, vol. 79, núm. 1, p. 177-196.
dc.identifier.issn1369-7412
dc.identifier.urihttp://hdl.handle.net/2117/126653
dc.description.abstractWe introduce a simple and interpretable model for functional data analysis for situations where the observations at each location are functional rather than scalar. This new approach is based on a tensor product representation of the function-valued process and utilizes eigenfunctions of marginal kernels. The resulting marginal principal components and product principal components are shown to have nice properties. Given a sample of independent realizations of the underlying function-valued stochastic process, we propose straightforward fitting methods to obtain the components of this model and to establish asymptotic consistency and rates of convergence for the estimates proposed. The methods are illustrated by modelling the dynamics of annual fertility profile functions for 17 countries. This analysis demonstrates that the approach proposed leads to insightful interpretations of the model components and interesting conclusions.
dc.format.extent20 p.
dc.language.isoeng
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa
dc.subject.otherAsymptotics
dc.subject.otherDemography
dc.subject.otherFunctional data analysis
dc.subject.otherMarginal kernel
dc.subject.otherProduct principal component analysis
dc.subject.otherTensor product representation
dc.titleModelling function-valued stochastic processes, with applications to fertility dynamics
dc.typeArticle
dc.contributor.groupUniversitat Politècnica de Catalunya. ADBD - Anàlisi de Dades Complexes per a les Decisions Empresarials
dc.identifier.doi10.1111/rssb.12160
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::90 Operations research, mathematical programming
dc.relation.publisherversionhttp://onlinelibrary.wiley.com/doi/10.1111/rssb.12160/abstract
dc.rights.accessOpen Access
local.identifier.drac17555734
dc.description.versionPostprint (author's final draft)
dc.relation.projectidinfo:eu-repo/grantAgreement/MINECO//MTM2013-43992-R/ES/MUESTRAS DE MUESTRAS: APLICACIONES RELEVANTES DE LA ESTADISTICA EN LA ECONOMIA Y LA SOCIEDAD DIGITAL/
local.citation.authorChen, K.; Delicado, P.; Müller, H-G.
local.citation.publicationNameJournal of the Royal Statistical Society. Series B, statistical methodology
local.citation.volume79
local.citation.number1
local.citation.startingPage177
local.citation.endingPage196


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