the sum of the smallest r − q eigenvalues of the residuals' covariance matrix. We develop both plug-in and bootstrap … versions of this eigenvalue-based test. The eigenvectors associated to the q largest eigenvalues allow us to construct an easy …

the sum of the smallest r - q eigenvalues of the residuals' covariance matrix. We develop both plug-in and bootstrap … versions of this eigenvalue-based test. The eigenvectors associated to the q largest eigenvalues allow us to construct an easy …

Finding the eigenvalues connected to the covariance operator of a centered Hilbert-space valued Gaussian process is … degenerate U -statistics. For this problem we present the Rayleigh–Ritz method to approximate the eigenvalues. The usefulness of …