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
Functional linear models for interval-valued data
A new way for ranking functional data with applications in diagnostic test
Commuter of operators in a Hilbert space
Inference for sparse and dense functional data with covariate adjustments
Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
Stochastic modeling of random access memories reset transitions
Local inference for functional data controlling the functional false discovery rate
Dependent functional data
From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
On functional data analysis and related topics
Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
Statistical inference for the slope parameter in functional linear regression
Sparse group lasso for multiclass functional logistic regression models
Estimation of sparse functional additive models with adaptive group Lasso
Ridge regression for the functional concurrent model
Mixture inner product spaces and their application to functional data analysis
Function-on-function quadratic regression models
Detecting a structural change in functional time series using local Wilcoxon statistic
Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions
A nonparametric test for stationarity in functional time series
Robust simultaneous inference for the mean function of functional data
Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
Function-on-function partial quantile regression
Quadratic forms of the empirical processes for the two-sample problem for functional data
A more powerful test identifying the change in mean of functional data
Functional response regression analysis
Adaptive inference for the bivariate mean function in functional data
Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
Functional data analysis in the Banach space of continuous functions
Riemannian distances between covariance operators and Gaussian processes
Modeling Time-Varying Random Objects and Dynamic Networks
FPCA-based estimation for generalized functional partially linear models
Estimations of singular functions of kernel cross-covariance operators
Dynamic principal component regression: application to age-specific mortality forecasting
Long-range dependent curve time series
\(k\)NN estimation in functional partial linear modeling
An association test for functional data based on Kendall's tau
Decomposing anomalies
Dynamic semi-parametric factor model for functional expectiles
Detecting structural breaks in eigensystems of functional time series
Fast implementation of partial least squares for function-on-function regression
Testing the equality of a large number of means of functional data
Distance covariance for discretized stochastic processes
Testing equality of spectral density operators for functional processes
Homogeneity test for functional data
A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
The theory and application of penalized methods or reproducing kernel Hilbert spaces made easy

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