Pages that link to "Item:Q5384405"
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The following pages link to Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data (Q5384405):
Displaying 32 items.
- Testing equality between several populations covariance operators (Q1656868) (← links)
- Testing the equality of several covariance functions for functional data: a supremum-norm based test (Q1662852) (← links)
- A new test for functional one-way ANOVA with applications to ischemic heart screening (Q1727846) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Two-sample inference for sparse functional data (Q2044341) (← links)
- Testing the equality of a large number of means of functional data (Q2048122) (← links)
- Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- An \(L^2\)-norm-based test for equality of several covariance functions: a further study (Q2177713) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Quadratic forms of the empirical processes for the two-sample problem for functional data (Q2404163) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- A two-sample test for mean functions with increasing number of projections (Q4579990) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Testing equality of autocovariance operators for functional time series (Q5121012) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- New Tests for Equality of Several Covariance Functions for Functional Data (Q5242473) (← links)
- Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes (Q5862898) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- A two sample test based on U-statistic for functional data (Q6043150) (← links)
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data (Q6107199) (← links)
- Tests for equality of several covariance matrix functions for multivariate functional data (Q6183692) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- Thresholding mean test for functional data with power enhancement (Q6544007) (← links)
- Transportation-based functional ANOVA and PCA for covariance operators (Q6546438) (← links)
- Functional data analysis: an introduction and recent developments (Q6649359) (← links)
- PROFIT: projection-based test in longitudinal functional data (Q6669471) (← links)
