Pages that link to "Item:Q413580"
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The following pages link to Inference for functional data with applications (Q413580):
Displaying 50 items.
- Sparse clustering of functional data (Q61004) (← links)
- A robust partial least squares approach for function-on-function regression (Q82006) (← links)
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- Simplicial principal component analysis for density functions in Bayes spaces (Q121360) (← links)
- Directional outlyingness for multivariate functional data (Q129235) (← links)
- Multivariate Functional Data Visualization and Outlier Detection (Q129236) (← links)
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data (Q151074) (← links)
- An angle-based multivariate functional pseudo-depth for shape outlier detection (Q156472) (← links)
- Parameterizing mixture models with generalized moments (Q263255) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Supervised singular value decomposition and its asymptotic properties (Q268716) (← links)
- Weak convergence of discretely observed functional data with applications (Q268725) (← links)
- Consistent variable selection for functional regression models (Q268728) (← links)
- On the asymptotics of random forests (Q268730) (← links)
- Kriging for Hilbert-space valued random fields: the operatorial point of view (Q268732) (← links)
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- Feature selection for functional data (Q268756) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Shape classification based on interpoint distance distributions (Q268763) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Relative-error prediction in nonparametric functional statistics: theory and practice (Q268768) (← links)
- Multivariate functional linear regression and prediction (Q268779) (← links)
- Generalized linear model with functional predictors and their derivatives (Q268783) (← links)
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields (Q268787) (← links)
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors (Q272079) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- Estimation of the noise covariance operator in functional linear regression with functional outputs (Q274150) (← links)
- Modified kernel regression estimation with functional time series data (Q277279) (← links)
- Probability-enhanced effective dimension reduction for classifying sparse functional data (Q285831) (← links)
- Optimal sampling for spatial prediction of functional data (Q290346) (← links)
- Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (Q292530) (← links)
- Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Best estimation of functional linear models (Q311804) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Statistical inference for stochastic processes: two-sample hypothesis tests (Q338404) (← links)
- Dilemmas of robust analysis of economic data streams (Q341800) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- A universal kriging predictor for spatially dependent functional data of a Hilbert space (Q367212) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Test of independence for functional data (Q391591) (← links)
