Testing for a change in covariance operator
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Recommendations
- Testing the equality of covariance operators in functional samples
- Testing equality between several populations covariance operators
- Application of a delta-method for random operators to testing equality of two covariance operators
- Asymptotic methods in change-point analysis
- Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
Cites work
- A new fluctuation test for constant variances with applications to finance
- Almost sure invariance principles for weakly dependent vector-valued random variables
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Break detection in the covariance structure of multivariate time series models
- Common functional principal components
- Covariance changes detection in multivariate time series
- Estimation of a change-point in the mean function of functional data
- Inference for functional data with applications
- Linear processes in function spaces. Theory and applications
- On Properties of Functional Principal Components Analysis
- Recent advances in functional data analysis and related topics. Selected papers based on the presentations at the international workshop on functional and operatorial statistics (IWFOS'2011), Santander, Spain, June 16--18, 2011.
- Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
- Testing for a change in correlation at an unknown point in time using an extended functional delta method
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing the equality of covariance operators in functional samples
- Testing the stability of the functional autoregressive process
- Theory for high-order bounds in functional principal components analysis
Cited in
(23)- Detecting changes in functional linear models
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- A test for heteroscedasticity in functional linear models
- Testing the equality of several covariance functions for functional data: a supremum-norm based test
- Permutation tests for the equality of covariance operators of functional data with applications to evolutionary biology
- Bootstrapping covariance operators of functional time series
- Testing equality of autocovariance operators for functional time series
- New tests for equality of several covariance functions for functional data
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
- Change point analysis of covariance functions: a weighted cumulative sum approach
- On Multiple Covariance Equality Testing with Application to SAR Change Detection
- Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities
- Testing the equality of covariance operators in functional samples
- Inferential procedures for partially observed functional data
- Testing equality between several populations covariance operators
- Structural break analysis for spectrum and trace of covariance operators
- A two sample test based on U-statistic for functional data
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- Application of a delta-method for random operators to testing equality of two covariance operators
- A more powerful test identifying the change in mean of functional data
- Tests for separability in nonparametric covariance operators of random surfaces
- Statistical inference for the slope parameter in functional linear regression
- Break point detection for functional covariance
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