Functional data analysis in the Banach space of continuous functions
From MaRDI portal
Publication:2196214
DOI10.1214/19-AOS1842zbMath1456.62085arXiv1710.07781MaRDI QIDQ2196214
Kevin Kokot, Alexander Aue, Dette, Holger
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07781
bootstrapBanach spacestime seriesfunctional data analysistwo-sample testschange-point testsrelevant hypotheses
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15)
Related Items (15)
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ Prediction theory for stationary functional time series ⋮ Directional differentiability for supremum-type functionals: statistical applications ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES ⋮ Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure ⋮ Detecting relevant changes in the spatiotemporal mean function ⋮ Statistical inference for function-on-function linear regression ⋮ Change point detection for nonparametric regression under strongly mixing process ⋮ Simultaneous Inference for Function-valued Parameters: a Fast and Fair Approach ⋮ Detecting structural breaks in eigensystems of functional time series ⋮ On functional data analysis and related topics ⋮ Functional delta residuals and applications to simultaneous confidence bands of moment based statistics ⋮ Penalized relative error estimation of functional multiplicative regression models with locally sparse properties ⋮ Estimating the conditional distribution in functional regression problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Functional data analysis with increasing number of projections
- Inference for functional data with applications
- Detecting and estimating changes in dependent functional data
- Simultaneous confidence bands for derivatives of dependent functional data
- Change-point detection and bootstrap for Hilbert space valued random fields
- Convergence of sums of mixing triangular arrays of random vectors with stationary rows
- Testing epidemic changes of infinite dimensional parameters
- Weakly dependent functional data
- Basic properties of strong mixing conditions. A survey and some open questions
- Estimation of a change-point in the mean function of functional data
- On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for weakly dependent vector-valued random variables
- Functional central limit theorems in Banach spaces
- Linear processes in function spaces. Theory and applications
- Hölder norm test statistics for epidemic change
- Weak convergence and empirical processes. With applications to statistics
- Weak invariance principles for sums of dependent random functions
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Testing stationarity of functional time series
- The invariance principle for Banach space valued random variables
- Tapered block bootstrap
- Structural breaks in time series
- Simultaneous inference for the mean function based on dense functional data
- Higher moments of Banach space valued random variables
- Simultaneous confidence bands for nonparametric regression with functional data
- Testing Statistical Hypotheses of Equivalence and Noninferiority
- Limit theorems for sums of weakly dependent Banach space valued random variables
- The Stationary Bootstrap
- A Geometric Approach to Confidence Regions and Bands for Functional Parameters
- Detecting Changes in the Mean of Functional Observations
- Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
- A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- On the Prediction of Stationary Functional Time Series
- Detecting Relevant Changes in Time Series Models
- Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula
- Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test
This page was built for publication: Functional data analysis in the Banach space of continuous functions
