Regression on a Random Field
作者:
Ayala Cohen,
RichardH. Jones,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 328
页码: 1172-1182
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10501048
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The use of observations of a random function in space (random field) as independent variables in regression is considered including the numerical aspects. Details are presented for obtaining a numerical approximation to a Karhunen-Loève expansion when the random function is observed at a large number of points. The procedure involves a two stage modified principal component analysis. The dependent variable is then regressed on the principal components.
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