Pages that link to "Item:Q2121444"

The following pages link to Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444):

Displaying 7 items.

• A test for heteroscedasticity in functional linear models (Q2161025) (← links)
• Break point detection for functional covariance (Q6073412) (← links)
• Statistical inference for function-on-function linear regression (Q6178562) (← links)
• Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach (Q6342781) (← links)
• A uniform kernel trick for high and infinite-dimensional two-sample problems (Q6536702) (← links)
• Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces (Q6595789) (← links)
• Detection of a structural break in intraday volatility pattern (Q6615474) (← links)