Test of Weak Separability for Spatially Stationary Functional Field

DOI10.1080/01621459.2021.2002156MaRDI QIDQ6077552zbMATH OpenOpenAlexFDO

Authors Decai Liang, Hui Huang, Yongtao Guan, Fang Yao

Publication date 18 October 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.03252

zbMATH Keywords

lag covariancespatial correlationspatial functional dataweak separability

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: For spatially dependent functional data, a generalized Karhunen-Lo`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient model to investigate the space-time interactions, but may not hold for complex spatio-temporal processes. In this work, we introduce the concept of weak separability, and propose a formal test to examine its validity for non-replicated spatially stationary functional field. The asymptotic distribution of the test statistic that adapts to potentially diverging ranks is derived by constructing lag covariance estimation, which is easy to compute for practical implementation. We demonstrate the efficacy of the proposed test via simulations and illustrate its usefulness in two real examples: China PM${}_{2.5}$ data and Harvard Forest data.

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