Numerical Computation of the Small Balls Probability for Random Functions with Normal Components

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F20%3A00114744" target="_blank" >RIV/00216224:14310/20:00114744 - isvavai.cz</a>
Result on the web
<a href="http://www.wseas.org/multimedia/journals/mathematics/2020/a965106-046.pdf" target="_blank" >http://www.wseas.org/multimedia/journals/mathematics/2020/a965106-046.pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.37394/23206.2020.19.48" target="_blank" >10.37394/23206.2020.19.48</a>

Result language
angličtina
Original language name
Numerical Computation of the Small Balls Probability for Random Functions with Normal Components
Original language description
Statistical methods are often based on the properties of the distribution of random variables or random vectors. In functional data analysis (FDA) we do not work with random observation containing a finite random vector, but the whole function is one observation. We call it the functional random variable or the random function, in short. This paper offers the possibility to generate random functions with normal components. In this case, the probability of small balls can be calculated numerically using the characteristic function. This tool can be very useful in simulations and testing various kinds of estimates.
Czech name
—
Czech description
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Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA15-06991S" target="_blank" >GA15-06991S: Functional data analysis and related topics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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