Inference for functional data with applications

DOI10.1007/978-1-4614-3655-3zbMATH Open1279.62017OpenAlexW621923488MaRDI QIDQ413580FDOQ413580

Publication date: 7 May 2012

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-3655-3

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Cited In (only showing first 100 items - show all)

Testing for a change in covariance operator
Pairwise comparison of treatment levels in functional analysis of variance with application to erythrocyte hemolysis
Local stationarity and time-inhomogeneous Markov chains
Partial functional linear regression with autoregressive errors
A note on the prediction error of principal component regression in high dimensions
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Optimal sampling designs for nonparametric estimation of spatial averages of random fields
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
On two sample inference for eigenspaces in functional data analysis with dependent errors
Estimation of the noise covariance operator in functional linear regression with functional outputs
Testing stationarity of functional time series
Spatial functional principal component analysis with applications to brain image data
Detecting and estimating changes in dependent functional data
Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
Modified kernel regression estimation with functional time series data
Functional principal component analysis for partially observed elliptical process
A partitioned single functional index model
Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes
Testing for independence between functional time series
Optimal sampling for spatial prediction of functional data
Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives
Depth-based inference for functional data
Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
Convolutional autoregressive models for functional time series
Bootstrap confidence intervals in functional nonparametric regression under dependence
Spatial depth-based classification for functional data
A randomness test for functional panels
Best estimation of functional linear models
Functional data analysis with increasing number of projections
Testing the equality of covariance operators in functional samples
RKHS-based functional nonparametric regression for sparse and irregular longitudinal data
Robust monitoring of CAPM portfolio betas. II
Functional linear regression with functional response
Asymptotic normality of locally modelled regression estimator for functional data
Asymptotics for random functions moderated by dependent noise
Sieve M-estimator for a semi-functional linear model
Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
Significance tests for functional data with complex dependence structure
Dilemmas of robust analysis of economic data streams
Optimal eigen expansions and uniform bounds
Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
Semi-functional partial linear quantile regression
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
Tests for the linear hypothesis in semi-functional partial linear regression models
Functional ANOVA based on empirical characteristic functionals
Intraday forecasts of a volatility index: functional time series methods with dynamic updating
Testing equality of means when the observations are from functional time series
The M-estimator for functional linear regression model
Monitoring the intraday volatility pattern
Estimation in functional lagged regression
Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
A note on strong-consistency of componentwise ARH(1) predictors
Bayesian flexible beta regression model with functional covariate
Smooth LASSO estimator for the function-on-function linear regression model
Functional data analysis by matrix completion
An RKHS model for variable selection in functional linear regression
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
Describing the concentration of income populations by functional principal component analysis on Lorenz curves
Data depth for measurable noisy random functions
Multivariate and functional robust fusion methods for structured big data
Multi-aspect local inference for functional data: analysis of ultrasound tongue profiles
Optimal shrinkage estimator for high-dimensional mean vector
Robust sieve estimators for functional canonical correlation analysis
Strongly consistent autoregressive predictors in abstract Banach spaces
Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
Nonparametric operator-regularized covariance function estimation for functional data
Partially observed functional data: the case of systematically missing parts
Weighted empirical likelihood inference for dynamical correlations
Robust estimation with modified Huber's function for functional linear models
Kernel based method for the k-sample problem with functional data
Projection-based classification for functional data
Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination
On the approximate discrete KLT of fractional Brownian motion and applications
Approximate inference for spatial functional data on massively parallel processors
Partially linear modeling of conditional quantiles using penalized splines
Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
Testing for periodicity in functional time series
Testing for lack-of-fit in functional regression models against general alternatives
Functional regression models: Some directions of future research
Seasonal functional autoregressive models
Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes
Asymptotic properties of penalized splines for functional data
Fréchet distance-based cluster analysis for multi-dimensional functional data
Prediction theory for stationary functional time series
Optimal weighting schemes for longitudinal and functional data
Functional classwise principal component analysis: a classification framework for functional data analysis
Conditional mode estimation for functional stationary ergodic data with responses missing at random
Functional prediction of intraday cumulative returns
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Interaction models for functional regression
Local and global temporal correlations for longitudinal data
A joint design for functional data with application to scheduling ultrasound scans
Nested nonnegative cone analysis
Testing the equality of several covariance functions for functional data: a supremum-norm based test
The hybrid method of FSIR and FSAVE for functional effective dimension reduction
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
A Class-Kriging predictor for functional compositions with application to particle-size curves in heterogeneous aquifers
Comparison between spatio‐temporal random processes and application to climate model data
Higher-order accurate spectral density estimation of functional time series

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