Testing for equality of an increasing number of spectral density functions

DOI10.1007/978-1-4939-0569-0_13MaRDI QIDQ2787366zbMATH OpenOpenAlexFDO

Authors Pedro C. L. Souza, Javier Hidalgo

Publication date 25 February 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-0569-0_13

zbMATH Keywords

canonical decompositionhigh-dimensional dataspectral density functiontesting

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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Cited in

(4)

• A general method for testing validity of one-particle spectral functions
• Testing equality of spectral densities using randomization techniques
• scientific article; zbMATH DE number 3857000 (Why is no real title available?)
• Testing Equality of Multiple Power Spectral Density Matrices

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