Pages that link to "Item:Q392095"

The following pages link to Functional data analysis with increasing number of projections (Q392095):

Displaying 22 items.

• 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)
• Asymptotic normality of a generalized maximum mean discrepancy estimator (Q826709) (← links)
• Two-sample tests for multivariate functional data with applications (Q830490) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
• Inferential procedures for partially observed functional data (Q2274966) (← links)
• Quadratic forms of the empirical processes for the two-sample problem for functional data (Q2404163) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• A \(k\)-sample test for functional data based on generalized maximum mean discrepancy (Q2674407) (← links)
• A two-sample test for mean functions with increasing number of projections (Q4579990) (← links)
• Robust multivariate functional discriminant coordinates (Q5087998) (← links)
• Kernel based method for the <i>k</i>-sample problem with functional data (Q5095978) (← links)
• Multivariate analysis of variance for functional data (Q5138696) (← links)
• (Q5156861) (← links)
• Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study (Q6064648) (← links)
• Thresholding mean test for functional data with power enhancement (Q6544007) (← links)
• Linear Hypothesis Testing With Functional Data (Q6621624) (← links)
• Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)