A tuning parameter free test for properties of space-time covariance functions

DOI10.1016/J.JSPI.2009.05.008MaRDI QIDQ730823zbMATH OpenOpenAlexFDO

Authors Bo Li, Xiaofeng Shao

Publication date 1 October 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.05.008

zbMATH Keywords

covarianceseparabilityasymptotically pivotalfull symmetry

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• scientific article; zbMATH DE number 1934836 (Why is no real title available?)
• scientific article; zbMATH DE number 5200004 (Why is no real title available?)
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• Confidence intervals for spectral mean and ratio statistics
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• RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
• Space–Time Covariance Functions
• Statistical Methods for Spatio-Temporal Systems
• Subsampling
• Testing That a Dependent Process Is Uncorrelated
• Testing axial symmetry and separability of lattice processes
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• Testing for separability of spatial\,-\,temporal covariance functions
• Testing lack of symmetry in spatial-temporal processes
• Testing the covariance structure of multivariate random fields
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(4)

• A Nonparametric Assessment of Properties of Space–Time Covariance Functions
• A test for separability in covariance operators of random surfaces
• Testing lack of symmetry in spatial-temporal processes
• A review of nonparametric hypothesis tests of isotropy properties in spatial data

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