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

DOI10.3103/S1066530711030057zbMATH Open1327.62286OpenAlexW2062687435MaRDI QIDQ647757FDOQ647757

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

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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)

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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

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