Separable expansions for covariance estimation via the partial inner product
通过偏内积进行协方差估计的可分离展开
Summary The nonparametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are typically alleviated by assuming separability. However, separability is often questionable, sometimes even demonstrably inadequate. We propose a framework for the analysis of covariance operators of random surfaces that generalizes…