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math.ST2019
Detecting structural breaks in eigensystems of functional time series
Holger Dette, Tim Kutta
Detecting structural changes in functional data is a prominent topic in statistical literature. However not all trends in the data are important in applications, but only those of…
math.ST2019
The empirical process of residuals from an inverse regression
Tim Kutta, Nicolai Bissantz, Justin Chown +1
In this paper we investigate an indirect regression model characterized by the Radon transformation. This model is useful for recovery of medical images obtained by computed tomogr…