OUP accepted manuscript

DOI10.1093/BIOMET/ASX013zbMATH Open1506.62541arXiv1509.07017OpenAlexW2964113138MaRDI QIDQ5384480FDOQ5384480

Panayiotis Constantinou, Matthew Reimherr, Piotr Kokoszka

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Abstract: We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifying assumption concerning the covariance structure which, if true, can greatly increase estimation accuracy and inferential power. While our focus is on testing for the separation of space and time in spatio-temporal data, our methods can be applied to any area where separability is useful, including biomedical imaging. We present three tests, one being a functional extension of the Monte Carlo likelihood method of Mitchell et. al. (2005), while the other two are based on quadratic forms. Our tests are based on asymptotic distributions of maximum likelihood estimators, and do not require Monte Carlo or bootstrap replications. The specification of the joint asymptotic distribution of these estimators is the main theoretical contribution of this paper. It can be used to derive many other tests. The main methodological finding is that one of the quadratic form methods, which we call a norm approach, emerges as a clear winner in terms of finite sample performance in nearly every setting we considered. The norm approach focuses directly on the Frobenius distance between the spatio-temporal covariance function and its separable approximation. We demonstrate the efficacy of our methods via simulations and an application to Irish wind data.

Full work available at URL: https://arxiv.org/abs/1509.07017

zbMATH Keywords

functional data analysishypothesis testingseparabilityspace-time process

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Functional data analysis (62R10)

Cited In (16)

• A test for separability in covariance operators of random surfaces
• Random Surface Covariance Estimation by Shifted Partial Tracing
• Statistical inference for the slope parameter in functional linear regression
• Quantifying deviations from separability in space-time functional processes
• Estimation of a multiplicative correlation structure in the large dimensional case
• A novel two-way functional linear model with applications in human mortality data analysis
• Testing for separability of spatial\,-\,temporal covariance functions
• Test of Weak Separability for Spatially Stationary Functional Field
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
• A bootstrap-based KPSS test for functional time series
• Principal Component Analysis of Spatially Indexed Functions
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
• Inference and Computation for Sparsely Sampled Random Surfaces
• Projection pursuit based tests of normality with functional data
• 30 years of space-time covariance functions
• Tests of Normality of Functional Data

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