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Visualization and assessment of copula structures are crucial for accurately understanding and modeling the dependencies in multivariate data analysis. In this paper, we introduce an innovative method that employs functional boxplots and…

Methodology · Statistics 2023-12-19 Cristian F. Jimenez-Varon , Hao Lee , Marc G. Genton , Ying Sun

In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results…

Machine Learning · Statistics 2020-12-23 Moritz Herrmann , Fabian Scheipl

Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…

Methodology · Statistics 2023-12-12 Jan Gertheiss , David Rügamer , Bernard X. W. Liew , Sonja Greven

Functional Analysis of Variance (FANOVA) from Hilbert-valued correlated data with spatial rectangular or circular supports is analyzed, when Dirichlet conditions are assumed on the boundary. Specifically, a Hilbert-valued fixed effect model…

Applications · Statistics 2018-09-05 J. Álvarez-Liébana , M. D. Ruiz-Medina

This paper reconsiders the problem of testing the equality of two unspecified continuous distributions. The framework, which we propose, allows for readable and insightful data visualisation and helps to understand and quantify how two…

Methodology · Statistics 2025-03-04 Bogdan Ćmiel , Teresa Ledwina

The homogeneity problem for testing if more than two different samples come from the same population is considered for the case of functional data. The methodological results are motivated by the study of homogeneity of electronic devices…

Nowadays many real-world datasets can be considered as functional, in the sense that the processes which generate them are continuous. A fundamental property of this type of data is that in theory they belong to an infinite-dimensional…

Machine Learning · Computer Science 2023-05-23 María Barroso , Carlos María Alaíz , Ángela Fernández , Jose Luis Torrecilla

Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven…

General Finance · Quantitative Finance 2020-01-08 Cécile Bastidon , Antoine Parent , Pablo Jensen , Patrice Abry , Pierre Borgnat

Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable to spaces of any dimension, for instance, multivariate and…

Statistics Theory · Mathematics 2024-07-31 Felix Gnettner , Claudia Kirch , Alicia Nieto-Reyes

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

The Lorenz curve is a fundamental tool for analysing income and wealth distribution and inequality at national and regional levels. We utilise a one-way functional analysis of variance to decompose a time series of Lorenz curves and develop…

Methodology · Statistics 2025-04-08 Han Lin Shang

Standard ANOVA is among the most widely used tests in the life sciences and beyond. Several alternatives are proposed to provide simultaneous confidence intervals, ensure tight control of FWER, be robust to variance heterogeneity, avoid…

Methodology · Statistics 2022-06-01 Ludwig A. Hothorn

We give a review of recent ANOVA-like procedures for testing group differences based on data in a metric space and present a new such procedure. Our statistic is based on the classic Levene's test for detecting differences in dispersion. It…

Methodology · Statistics 2022-02-21 Raoul Müller , Dominic Schuhmacher , Jorge Mateu

Popular software packages report four generalizations of the ANOVA F test when conducting a multivariate analysis of variance (MANOVA). The reported operating characteristics of these fours tests vary widely depending on which research…

Computation · Statistics 2026-04-22 Joseph D Consiglio

It is of great interest to test the equality of the means in two samples of functional data. Past research has predominantly concentrated on low-dimensional functional data, a focus that may not hold up in high-dimensional scenarios. In…

Methodology · Statistics 2025-05-27 Shouxia Wang , Jiguo Cao , Hua Liu , Jinhong You , Jicai Liu

This paper introduces new scan statistics for multivariate functional data indexed in space. The new methods are derivated from a MANOVA test statistic for functional data, an adaptation of the Hotelling T2-test statistic, and a…

Methodology · Statistics 2021-03-29 Camille Frévent , Mohamed-Salem Ahmed , Sophie Dabo-Niang , Michaël Genin

Anomaly detection in graph-structured data is an inherently challenging problem, as it requires the identification of rare nodes that deviate from the majority in both their structural and behavioral characteristics. Existing methods, such…

Machine Learning · Computer Science 2025-09-16 Mingkang Li , Xuexiong Luo , Yue Zhang , Yaoyang Li , Fu Lin

The functional interpretation is a systematic, syntactic method for transforming certain non-constructive proofs into constructive proofs with explicit bounds. We illustrate the interpretation by working through a concrete, fairly simple…

Logic · Mathematics 2015-03-20 Henry Towsner

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…

Methodology · Statistics 2021-10-14 Ilias Moysidis , Bing Li