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

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

13 September 2019
Alexander Aue
Holger Dette
Gregory Rice
ArXiv (abs)PDFHTML

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

4 / 4 papers shown
Title
Two-sample tests for relevant differences in persistence diagrams
Two-sample tests for relevant differences in persistence diagrams
Johannes Krebs
Daniel Rademacher
26
1
0
18 Jan 2024
Detecting relevant changes in the spatiotemporal mean function
Detecting relevant changes in the spatiotemporal mean function
Holger Dette
P. Quanz
TTA
27
6
0
09 Mar 2022
Pivotal tests for relevant differences in the second order dynamics of
  functional time series
Pivotal tests for relevant differences in the second order dynamics of functional time series
Anne van Delft
Holger Dette
33
2
0
09 Apr 2020
Detecting structural breaks in eigensystems of functional time series
Detecting structural breaks in eigensystems of functional time series
Holger Dette
T. Kutta
34
12
0
18 Nov 2019
1