Inference for functional data with applications
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Cited in
(only showing first 100 items - show all)- Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
- Estimation in functional lagged regression
- Testing for a change in covariance operator
- Uncertainty quantification for functional dependent random variables
- Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency
- Testing serial independence with functional data
- Bootstrap in semi-functional partial linear regression under dependence
- Applied functional data analysis. Methods and case studies
- Logratio Approach to Distributional Modeling
- Best linear predictor of a \(C_{[0, 1]}\)-valued functional autoregressive process
- Tests of Normality of Functional Data
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- On estimation in a spatial functional linear regression model with derivatives
- Applying functional principal components to structural topology optimization
- Asymptotic normality of spectral means of Hilbert space valued random processes
- Pairwise comparison of treatment levels in functional analysis of variance with application to erythrocyte hemolysis
- A note on strong-consistency of componentwise ARH(1) predictors
- Modeling sparse longitudinal data on Riemannian manifolds
- Parameterizing mixture models with generalized moments
- Structural break analysis for spectrum and trace of covariance operators
- Estimation for Functional Single Index Models with Unknown Link Functions
- Estimation and variable selection for partially functional linear models
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Preprocessing noisy functional data: a multivariate perspective
- On double-index dimension reduction for partially functional data
- Estimation in functional single-index varying coefficient model
- Hidden Markov models for multivariate functional data
- Robust exponential squared loss-based estimation in semi-functional linear regression models
- A new way for ranking functional data with applications in diagnostic test
- Frequency domain theory for functional time series: variance decomposition and an invariance principle
- Tempered functional time series
- General linear hypothesis testing in functional response model
- Smooth LASSO estimator for the function-on-function linear regression model
- Convergence rate of kernel regression estimation for time series data when both response and covariate are functional
- Uniform in bandwidth consistency for various kernel estimators involving functional data
- Functional generalized autoregressive conditional heteroskedasticity
- Bayesian flexible beta regression model with functional covariate
- Functional linear models for interval-valued data
- KPSS test for functional time series
- 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
- Commuter of operators in a Hilbert space
- Inference for sparse and dense functional data with covariate adjustments
- 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
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
- Strongly consistent autoregressive predictors in abstract Banach spaces
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
- Functional dimension reduction based on fuzzy partition and transformation
- A survey of functional principal component analysis
- Local stationarity and time-inhomogeneous Markov chains
- fdANOVA: an R software package for analysis of variance for univariate and multivariate functional data
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
- Sieve bootstrap for functional time series
- A comparison of parameter estimation in function-on-function regression
- Methods for Scalar‐on‐Function Regression
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Testing for the rank of a covariance operator
- Inferential procedures for partially observed functional data
- Nearest neighbors estimation for long memory functional data
- Robust estimation for function-on-scalar regression models
- Supervised classification of geometrical objects by integrating currents and functional data analysis
- Intraday Periodic Volatility Curves
- Partially Linear Additive Regression with a General Hilbertian Response
- Choosing the most relevant level sets for depicting a sample of densities
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- A semiparametric factor model for CDO surfaces dynamics
- Adaptive estimation in the functional nonparametric regression model
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Direct shrinkage estimation of large dimensional precision matrix
- Generalized linear model with functional predictors and their derivatives
- Kriging for Hilbert-space valued random fields: the operatorial point of view
- On the asymptotics of random forests
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Plug-in prediction intervals for a special class of standard ARH(1) processes
- A partial least squares approach for function-on-function interaction regression
- Relative-error prediction in nonparametric functional statistics: theory and practice
- Supervised singular value decomposition and its asymptotic properties
- Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
- scientific article; zbMATH DE number 5828468 (Why is no real title available?)
- 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
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression
- Partial functional linear regression with autoregressive errors
- Recent advances in functional data analysis and high-dimensional statistics
- The spatial sign covariance operator: asymptotic results and applications
- Inference on volatility curve at high frequencies via functional data analysis
- Stochastic modeling of random access memories reset transitions
- Robust hypothesis testing in functional linear models
- Factor-augmented Model for Functional Data
- A median test for functional data
- A note on the prediction error of principal component regression in high dimensions
- Robust estimation for partial functional linear regression model based on modal regression
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