Degrees of Freedom in Functional Principal Components Analysis
Keyword(s):
This paper develops the analytical form of the degrees of freedom in functional principal components analysis. Under the framework of unbiased risk estimation, we derive an unbiased estimator with a clear analytical formula for the degrees of freedom in the one-way penalized functional principal components analysis paradigm. Specifically, a new analytical formula incorporating binary smoothing parameters is also derived based on the singular value decomposition and half-smoothed method regarding the two-way penalized functional principal components analysis framework. The performance of our procedures is demonstrated by simulation studies.
1995 ◽
Vol 57
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pp. 673-689
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2018 ◽
Vol 118
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2018 ◽
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pp. 1003-1015
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2008 ◽
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pp. 678-695
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2009 ◽
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pp. 307-333
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2006 ◽
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pp. 109-126
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