Testing for a change in covariance operator
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F13%3A00212766" target="_blank" >RIV/68407700:21110/13:00212766 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.jspi.2013.04.011" target="_blank" >http://dx.doi.org/10.1016/j.jspi.2013.04.011</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jspi.2013.04.011" target="_blank" >10.1016/j.jspi.2013.04.011</a>
Alternative languages
Result language
angličtina
Original language name
Testing for a change in covariance operator
Original language description
The paper considers a problem of equality of two covariance operators. Using functional principal component analysis, a method for testing equality of K largest eigenvalues and the corresponding eigenfunctions is suggested. Asymptotic distribution of thetest statistics for two-sample as well as change point problem are suggested.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Statistical Planning and Inference
ISSN
0378-3758
e-ISSN
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Volume of the periodical
143
Issue of the periodical within the volume
9
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
12
Pages from-to
1500-1511
UT code for WoS article
000321599200010
EID of the result in the Scopus database
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