Test of independence for functional data
From MaRDI portal
Publication:391591
DOI10.1016/j.jmva.2013.02.005zbMath1277.62124MaRDI QIDQ391591
Marie Hušková, Lajos Horváth, Gregory Rice
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.005
asymptotic normality; sample autocovariances; Karhunen-Loéve expansions; variables in Hilbert spaces
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
46N30: Applications of functional analysis in probability theory and statistics
Related Items
A Simple Test for White Noise in Functional Time Series, Nonparametric estimation of functional dynamic factor model, Seasonal functional autoregressive models, Tests for conditional heteroscedasticity of functional data, Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series, White noise testing for functional time series, A two sample test based on U-statistic for functional data, A new estimation in functional linear concurrent model with covariate dependent and noise contamination, Some correlation tests for vectors of large dimension, A portmanteau-type test for detecting serial correlation in locally stationary functional time series, Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis, A randomness test for functional panels, Optimal eigen expansions and uniform bounds, An introduction to functional data analysis and a principal component approach for testing the equality of mean curves, Testing for independence between functional time series, A more powerful test identifying the change in mean of functional data, Fourier-type tests of mutual independence between functional time series, A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing, Procrustes metrics on covariance operators and optimal transportation of Gaussian processes, Tests of zero correlation using modified RV coefficient for high-dimensional vectors, Asymptotic properties of principal component projections with repeated eigenvalues, White noise testing and model diagnostic checking for functional time series, Testing serial independence with functional data, TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Portmanteau Test of Independence for Functional Observations
- Inference for functional data with applications
- A normal approximation for the chi-square distribution
- Curve forecasting by functional autoregression
- Weakly dependent functional data
- Time series: theory and methods
- Classes of linear operators. Vol. I
- Weak convergence for the covariance operators of a Hilbertian linear process.
- On the dependence of the Berry-Esseen bound on dimension
- Weak invariance principles for sums of dependent random functions
- Generalized functional linear models
- Functional data analysis.
- Improved multivariate portmanteau test
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- The Multivariate Portmanteau Statistic
- Distribution of Multivariate White Noise Autocorrelations
- On a measure of lack of fit in time series models
- Normal Approximation
- A Powerful Portmanteau Test of Lack of Fit for Time Series
- A family of minimax rates for density estimators in continuous time
- Detecting Changes in the Mean of Functional Observations
- Testing the Equality of Covariance Operators in Functional Samples
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles
- Tests for Error Correlation in the Functional Linear Model
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
- The Existence of Probability Measures with Given Marginals
- A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models