Application of a delta-method for random operators to testing equality of two covariance operators

DOI10.3103/S1066530711030057MaRDI QIDQ647757zbMATH OpenOpenAlexFDO

Authors G. Gaines, K. Kaphle, Frits Ruymgaart

Publication date 24 November 2011

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530711030057

zbMATH Keywords

functional datageneralized central limit theoremasymptotics for functions of operatorstesting the equality of two covariance operators

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Probability theory on linear topological spaces (60B11) Random operators and equations (aspects of stochastic analysis) (60H25) Applications of operator theory in probability theory and statistics (47N30)

Recommendations

• Testing for a change in covariance operator
• Testing the equality of covariance operators in functional samples
• Testing equality between several populations covariance operators
• The delta method for analytic functions of random operators with application to functional data
• Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data

Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 1350311 (Why is no real title available?)
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Asymptotically minimax hypothesis testing for nonparametric alternatives. III
• CLT in functional linear regression models
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Nonparametric methods for inference in the presence of instrumental variables
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Testing in mixed-effects FANOVA models
• The Fréchet derivative of an analytic function of a bounded operator with some applications
• The delta method for analytic functions of random operators with application to functional data

Cited in

(9)

• Testing for a change in covariance operator
• The spatial sign covariance operator: asymptotic results and applications
• Testing equality between several populations covariance operators
• Testing the equality of covariance operators in functional samples
• The delta method for analytic functions of random operators with application to functional data
• A note on random perturbations of a multiple eigenvalue of a Hermitian operator
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
• Tests for proportionality of matrices with large dimension

This page was built for publication: Application of a delta-method for random operators to testing equality of two covariance operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q647757)