Change-point detection and bootstrap for Hilbert space valued random fields
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Publication:512034
DOI10.1016/j.jmva.2017.01.007zbMath1356.62166arXiv1511.02609OpenAlexW2963924745MaRDI QIDQ512034
Béatrice Bucchia, Martin Wendler
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.02609
Random fields (60G60) Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items (6)
Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process ⋮ Detecting anomalies in fibre systems using 3-dimensional image data ⋮ Functional data analysis in the Banach space of continuous functions ⋮ Testing Stability in Functional Event Observations with an Application to IPO Performance ⋮ Consistency of binary segmentation for multiple change-point estimation with functional data ⋮ Bootstrapping covariance operators of functional time series
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