ﻻ يوجد ملخص باللغة العربية
We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple testing problem for the equivalence of scalar data by comparing the functions at each point, our approach is based on an estimate of a distance measuring the maximum deviation between the two functional parameters. Equivalence is claimed if the estimate for the maximum deviation does not exceed a given threshold. A bootstrap procedure is proposed to obtain quantiles for the distribution of the test statistic and consistency of the corresponding test is proved in the large sample scenario. As the methods proposed here avoid the use of the intersection-union principle they are less conservative and more powerful than the currently available methodology.
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for the spectral
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score tests for the
Functional data analysis on nonlinear manifolds has drawn recent interest. Sphere-valued functional data, which are encountered for example as movement trajectories on the surface of the earth, are an important special case. We consider an intrinsic
We consider nonparametric estimation of the mean and covariance functions for functional/longitudinal data. Strong uniform convergence rates are developed for estimators that are local-linear smoothers. Our results are obtained in a unified framework
In this paper, we consider regression models with a Hilbert-space-valued predictor and a scalar response, where the response depends on the predictor only through a finite number of projections. The linear subspace spanned by these projections is cal