Pages that link to "Item:Q391591"
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The following pages link to Test of independence for functional data (Q391591):
Displayed 24 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
- Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
- Seasonal functional autoregressive models (Q5063322) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- A two sample test based on U-statistic for functional data (Q6043150) (← links)
- A new estimation in functional linear concurrent model with covariate dependent and noise contamination (Q6054660) (← links)
- Some correlation tests for vectors of large dimension (Q6106184) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)