Detecting Changes in the Mean of Functional Observations
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Detecting changes in the mean of functional observations
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- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
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Cited in
(83)- Estimation of a change-point in the mean function of functional data
- High dimensional efficiency with applications to change point tests
- Locally stationary functional time series
- A more powerful test identifying the change in mean of functional data
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Statistical inference for the slope parameter in functional linear regression
- Statistical inference on the Hilbert sphere with application to random densities
- Surface temperature monitoring in liver procurement via functional variance change-point analysis
- Functional data analysis in the Banach space of continuous functions
- Consistency of binary segmentation for multiple change-point estimation with functional data
- A Darling-Erdős-type CUSUM-procedure for functional data
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Testing stationarity of functional time series
- Optimal eigen expansions and uniform bounds
- A partial overview of the theory of statistics with functional data
- Test of independence for functional data
- Functional data analysis with increasing number of projections
- Detecting and estimating changes in dependent functional data
- Change-point analysis in increasing dimension
- Detecting and dating structural breaks in functional data without dimension reduction
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Bootstrapping covariance operators of functional time series
- Wasserstein autoregressive models for density time series
- Multiple change-points detection in high dimension
- A nonparametric test for stationarity in functional time series
- Hill estimator of projections of functional data on principal components
- Detecting Multiple Change Points: The PULSE Criterion
- Asynchronous changepoint estimation for spatially correlated functional time series
- Break point detection for functional covariance
- A data-adaptive method for outlier detection from functional data
- Testing linear operator constraints in functional response regression with incomplete response functions
- Factor-augmented Model for Functional Data
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
- A distributed multiple sample testing for massive data
- Greedy Segmentation for a Functional Data Sequence
- Detecting relevant changes in the spatiotemporal mean function
- Detecting changes in the functional linear regression model
- Testing Stability in Functional Event Observations with an Application to IPO Performance
- Simultaneous inference and uniform test for eigensystems of functional data
- Hierarchical Spatio-Temporal Change-Point Detection
- Change-point inference in high-dimensional regression models under temporal dependence
- Detection of a structural break in intraday volatility pattern
- Detection and estimation of structural breaks in high-dimensional functional time series
- Thresholded Multivariate Principal Component Analysis for Phase I Multichannel Profile Monitoring
- Scalable multiple changepoint detection for functional data sequences
- Elastic functional changepoint detection of climate impacts from localized sources
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Test of change point versus long-range dependence in functional time series
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
- Detection and localization of changes in a panel of densities
- Multiple change point detection in functional data with applications to biomechanical fatigue data
- Model-free change-point detection using AUC of a classifier
- On-line detection of changes in the shape of intraday volatility curves
- Monitoring of functional time series
- Choosing the right norm for change point detection in functional data
- Testing mean stationarity of intraday volatility curves
- Simultaneous inference for covariance function of next-generation functional data
- From sparse to dense functional data: phase transitions from a simultaneous inference perspective
- Autocovariance function estimation via difference schemes for a semiparametric change point model with m-dependent errors
- A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
- Structural stability of functional data -- a new adjusted-range-based self-normalization approach
- On changepoint detection in functional data using empirical energy distance
- Global Inference and Test for Eigensystems of Imaging Data Over Complicated Domains
- Change point detection for the intraday volatility using functional ARCH and conditional Copula
- A statistical framework for analyzing shape in a time series of random geometric objects
- Monitoring time series with short detection delay
- Data-driven dimension reduction in functional principal component analysis identifying the change-point in functional data
- Change-point detection of cognitive states across multiple trials in functional neuroimaging
- Enhanced structural break detection in functional means
- Testing for changes in the error distribution in functional linear models
- Gradual changes in functional time series
- Monitoring panels of sparse functional data
- A new approach to statistical inference for functional time series
- Simultaneous inference for the distribution of functional principal component scores
- Online Change-Point Detection for Functional Data
- Change-point detection in functional time series: applications to age-specific mortality and fertility
- Structural change detection for mean and scale functions in nonstationary functional time series
- Prokhorov metric convergence of the partial sum process for reconstructed functional data
- Detecting deviations from second-order stationarity in locally stationary functional time series
- A kernel multiple change-point algorithm via model selection
- Bayesian change point detection for functional data
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Optimal covariance change point localization in high dimensions
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