Testing for Equality of an Increasing Number of Spectral Density Functions

DOI10.1007/978-1-4939-0569-0_13zbMath1419.62261MaRDI QIDQ2787366

Javier Hidalgo, Pedro C. L. Souza

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

testing; high-dimensional data; canonical decomposition; spectral density function

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62M15: Inference from stochastic processes and spectral analysis