Details

Autor(en) / Beteiligte

• Zhang, Tao
• Li, Zhaohai
• Liu, Aiyi
• Zhang, Qingzhao

Titel

Estimation of partial derivative functionals with application to human mortality data analysis

Ist Teil von

• Science China. Mathematics, 2021-09, Vol.64 (9), p.2117-2140

Ort / Verlag

Beijing: Science China Press

Erscheinungsjahr

2021

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• To better describe and understand the time dynamics in functional data analysis, it is often desirable to recover the partial derivatives of the random surface. A novel approach is proposed based on marginal functional principal component analysis to derive the representation for partial derivatives. To obtain the Karhunen-Loève expansion of the partial derivatives, an adaptive estimation is explored. Asymptotic results of the proposed estimates are established. Simulation studies show that the proposed methods perform well in finite samples. Application to the human mortality data reveals informative time dynamics in mortality rates.