Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
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Publication:5255299
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Cited in
(48)- The spatial sign covariance operator: asymptotic results and applications
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- Kernel based method for the k-sample problem with functional data
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
- Tests for equality of several covariance matrix functions for multivariate functional data
- Testing the equality of several covariance functions for functional data: a supremum-norm based test
- Testing for a change in covariance operator
- Optimal eigen expansions and uniform bounds
- Inference for the lagged cross-covariance operator between functional time series
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Thresholding mean test for functional data with power enhancement
- Comparison between spatio‐temporal random processes and application to climate model data
- Transportation-based functional ANOVA and PCA for covariance operators
- Functional data analysis with increasing number of projections
- Projection pursuit based tests of normality with functional data
- Functional ANOVA based on empirical characteristic functionals
- An \(L^2\)-norm-based test for equality of several covariance functions: a further study
- Testing equality of autocovariance operators for functional time series
- New tests for equality of several covariance functions for functional data
- Two-sample and change-point inference for non-Euclidean valued time series
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
- A centroid classifier for functional/longitudinal data
- Two-sample testing for mean functions with incompletely observed functional data
- Fourier analysis of stationary time series in function space
- Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes
- Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities
- Testing the equality of covariance operators in functional samples
- Inferential procedures for partially observed functional data
- Two sample inference for the second-order property of temporally dependent functional data
- Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
- Exact tests for the means of Gaussian stochastic processes
- Test of independence for functional data
- Testing equality between several populations covariance operators
- Riemannian distances between covariance operators and Gaussian processes
- Covariance-based soft clustering of functional data based on the Wasserstein-Procrustes metric
- Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price
- Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Structural break analysis for spectrum and trace of covariance operators
- Selected statistical methods of data analysis for multivariate functional data
- Dependent functional data
- Comment: Models are approximations!
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- A \(k\)-sample test for functional data based on generalized maximum mean discrepancy
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Testing equality of spectral density operators for functional processes
- Tests of Normality of Functional Data
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