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A common goal in modeling and data mining is to determine, based on sample data, whether or not a change of some sort has occurred in a quantity of interest. The study of statistical problems of this nature is typically referred to as change point analysis. Though change point analysis...
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Functional principal components (FPC’s) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC’s to be used in a specific procedure has attracted a fair amount of attention, and a number...
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This paper is concerned with estimation and testing in data sets consisting of a small number (about 20–30) of curves observed at unevenly distributed spatial locations. Such data structures may be referred to as spatially indexed functional data. Motivated by an important space physics...
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We develop statistical methodology for the quantification of risk of source-destination pairs in an internet network. The methodology is developed within the framework of functional data analysis and copula modeling. It is summarized in the form of computational algorithms that use bidirectional...
Persistent link: https://www.econbiz.de/10015125398