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4 papers · 2 filters
A randomness test for functional panels
Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing
Functional panels are collections of functional time series, and arise often in the study of high frequency multivariate data. We develop a portmanteau style test to determine if t…
Testing separability of space--time functional processes
Panayiotis Constantinou, Piotr Kokoszka, Matthew Reimherr
We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifyin…
Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
Emeric Thibaud, Juha Aalto, Daniel S. Cooley +2
The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intr…
Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
Jinyuan Chang, Wen Zhou, Wen-Xin Zhou +1
Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies…