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20152021
most citedEstimation of the time of change in panel data

3 citations · 5 across the 5 of their papers we have counts for

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7 papers · 1 filter

math.ST2021

Estimating the conditional distribution in functional regression problems

Siegfried Hörmann, Thomas Kuenzer, Gregory Rice

We consider the problem of consistently estimating the conditional distribution of a functional data object given covariates in a general…

math.ST20192 cited

Consistency of Binary Segmentation For Multiple Change-Points Estimation With Functional Data

Gregory Rice, Chi Zhang

For sequentially observed functional data exhibiting multiple change points in the mean function, we establish consistency results for the estimated number and locations of the cha…

math.ST2019

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

Alexander Aue, Holger Dette, Gregory Rice

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Her…

math.ST2019

A new class of change point test statistics of Rényi type

Lajos Horváth, Curtis Miller, Gregory Rice

A new class of change point test statistics is proposed that utilizes a weighting and trimming scheme for the cumulative sum (CUSUM) process inspired by Rényi (1953). A thorough as…

math.ST2018

A general white noise test based on kernel lag-window estimates of the spectral density operator

Vaidotas Characiejus, Gregory Rice

We propose a general white noise test for functional time series based on estimating a distance between the spectral density operator of a weakly stationary time series and the con…

math.ST20153 cited

Estimation of the time of change in panel data

Lajos Horváth, Marie Hušková, Gregory Rice +1

We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor.…