Beran, J, Liu, H and Telkmann, K (2016) On two sample inference for eigenspaces in functional data analysis with dependent errors. Journal of Statistical Planning and Inference, 174. C. pp. 20-37. ISSN 0378-3758
Abstract
We consider functional data analysis for randomly perturbed repeated time series with a general dependence structure of the error process. Specifically, the question of testing for equality of subspaces spanned by a finite number of eigenfunctions is addressed.
The asymptotic distribution of standardized residual processes based on projections of eigenfunctions is derived. A two-sample test based on the residual processes is proposed together with a nuisance parameter free bootstrap procedure. Simulations illustrate finite sample properties.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Keywords: | Two sample problem; Functional data analysis; Long-range dependence; Repeated time series; Eigenspaces; Bootstrap |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 09 Sep 2019 11:17 |
Last Modified: | 09 Sep 2019 11:17 |
Status: | Published |
Publisher: | Elsevier |
Identification Number: | 10.1016/j.jspi.2016.02.001 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:150614 |