An Overview of Univariate and Multivariate Karhunen Loève Expansions in Statistics - Daw, Ranadeep; Simpson, Matthew; Wikle, Christopher K.; Holan, Scott H.; Bradley, Jonathan R. (Journal of the Indian Society for Probability and Statistics, 2022)
Keywords: Invited Article; Mathematics and Statistics; Operations Research/Decision Theory; Probability Theory and Stochastic Processes; Statistical Theory and Methods; Statistics