Testing for a change in covariance operator
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Publication:394564
DOI10.1016/j.jspi.2013.04.011zbMath1279.62124OpenAlexW2066893206MaRDI QIDQ394564
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
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)
Related Items (9)
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ A test for heteroscedasticity in functional linear models ⋮ A two sample test based on U-statistic for functional data ⋮ Break point detection for functional covariance ⋮ Inferential procedures for partially observed functional data ⋮ Procrustes metrics on covariance operators and optimal transportation of Gaussian processes ⋮ Bootstrapping covariance operators of functional time series ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ Statistical inference for the slope parameter in functional linear regression
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