Conditional functional principal components analysis

@inproceedings{Cardot2006ConditionalFP,
  title={Conditional functional principal components analysis},
  author={Herv{\'e} Cardot},
  year={2006}
}
This work proposes an extension of the functional principal components analysis, or Karhunen-Loève expansion, which can take into account non-parametrically the effects of an additional covariate. Such models can also be interpreted as non-parametric mixed effects models for functional data. We propose estimators based on kernel smoothers and a data-driven selection procedure of the smoothing parameters based on a two-steps cross-validation criterion. The conditional functional principal… CONTINUE READING

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