Pages that link to "Item:Q394564"
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The following pages link to Testing for a change in covariance operator (Q394564):
Displaying 11 items.
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- A test for heteroscedasticity in functional linear models (Q2161025) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes (Q2317000) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- A two sample test based on U-statistic for functional data (Q6043150) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- Structural break analysis for spectrum and trace of covariance operators (Q6626124) (← links)
