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The problem of testing for the presence of epidemic changes in random fields is investigated. In order to be able to deal with general changes in the marginal distribution, a Cram\'er-von Mises type test is introduced which is based on…

统计理论 · 数学 2016-10-21 Béatrice Bucchia , Martin Wendler

Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly…

统计理论 · 数学 2014-07-16 H. Dehling , O. Sh. Sharipov , M. Wendler

Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be…

统计方法学 · 统计学 2022-07-05 Changbo Zhu , Jane-Ling Wang

The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…

统计方法学 · 统计学 2020-04-15 Anne Leucht , Efstathios Paparoditis , Theofanis Sapatinas

A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…

计量经济学 · 经济学 2025-12-08 Federico Bugni , Jackson Bunting , Muyang Ren

A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a…

统计理论 · 数学 2015-09-16 Olimjon Sharipov , Johannes Tewes , Martin Wendler

The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…

We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…

统计理论 · 数学 2016-09-29 Efstathios Paparoditis , Theofanis Sapatinas

This paper adresses the problem of testing for the equality of $k$ probability distributions on Hilbert spaces, with $k\geqslant 2$. We introduce a generalization of the maximum variance discrepancy called multiple maximum variance…

统计理论 · 数学 2024-04-16 Armando Sosthène Kali Balogoun , Guy Martial Nkiet

We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when…

统计方法学 · 统计学 2025-01-29 Chi Zhang , Peijun Sang , Yingli Qin

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

统计理论 · 数学 2026-05-18 Dietmar Ferger

This paper studies the goodness of fit test for the bivariate Hermite distribution. Specifically, we propose and study a Cram\'er-von Mises-type test based on the empirical probability generation function. The bootstrap can be used to…

统计理论 · 数学 2019-12-02 Pablo González-Albornoz , Francisco Novoa-Muñoz

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed.…

机器学习 · 统计学 2008-12-18 Zaid Harchaoui , Francis Bach , Eric Moulines

We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance operators of several independent functional time series. A…

统计理论 · 数学 2020-04-07 Dimitrios Pilavakis , Efstathios Paparoditis , Theofanis Sapatinas

Regression models with a response variable taking values in a Hilbert space and hybrid covariates are considered. This means two sets of regressors are allowed, one of finite dimension and a second one functional with values in a Hilbert…

统计理论 · 数学 2014-06-25 Samuel Maistre , Valentin Patilea

We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and for the tapered block bootstrap, and show…

统计理论 · 数学 2019-10-24 Dimitrios Pilavakis , Efstathios Paparoditis , Theofanis Sapatinas

Functional data have been the subject of many research works over the last years. Functional regression is one of the most discussed issues. Specifically, significant advances have been made for functional linear regression models with…

We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…

统计理论 · 数学 2022-08-16 Manuela Dorn , Melanie Birke , Carsten Jentsch

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

统计方法学 · 统计学 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

统计理论 · 数学 2023-06-09 Yiting Chen , Wei Lin , Xiaoping Shi
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