Testing for a change in covariance operator

DOI10.1016/J.JSPI.2013.04.011zbMATH Open1279.62124OpenAlexW2066893206MaRDI QIDQ394564FDOQ394564

Authors: D. Jarušková 

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.04.011

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• Testing the equality of covariance operators in functional samples
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zbMATH Keywords

functional dataprincipal componentstwo-sample problemchange point problem

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Inference for functional data with applications
• Break detection in the covariance structure of multivariate time series models
• Linear processes in function spaces. Theory and applications
• On Properties of Functional Principal Components Analysis
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Covariance changes detection in multivariate time series
• Testing for a change in correlation at an unknown point in time using an extended functional delta method
• Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
• Recent advances in functional data analysis and related topics. Selected papers based on the presentations at the international workshop on functional and operatorial statistics (IWFOS'2011), Santander, Spain, June 16--18, 2011.
• Common functional principal components
• Theory for high-order bounds in functional principal components analysis
• Testing the equality of covariance operators in functional samples
• Almost sure invariance principles for weakly dependent vector-valued random variables
• Testing the stability of the functional autoregressive process
• A new fluctuation test for constant variances with applications to finance
• Estimation of a change-point in the mean function of functional data
• Testing for changes in multivariate dependent observations with an application to temperature changes

Cited In (22)

• Structural break analysis for spectrum and trace of covariance operators
• Inferential procedures for partially observed functional data
• A two sample test based on U-statistic for functional data
• Testing equality between several populations covariance operators
• Statistical inference for the slope parameter in functional linear regression
• Application of a delta-method for random operators to testing equality of two covariance operators
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
• Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
• A more powerful test identifying the change in mean of functional data
• New tests for equality of several covariance functions for functional data
• Bootstrapping covariance operators of functional time series
• Testing equality of autocovariance operators for functional time series
• Testing the equality of covariance operators in functional samples
• Break point detection for functional covariance
• Testing the equality of several covariance functions for functional data: a supremum-norm based test
• On Multiple Covariance Equality Testing with Application to SAR Change Detection
• A test for heteroscedasticity in functional linear models
• Tests for separability in nonparametric covariance operators of random surfaces
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
• Permutation tests for the equality of covariance operators of functional data with applications to evolutionary biology
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Detecting changes in functional linear models

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