Distances and inference for covariance operators
A framework is developed for inference concerning the covariance operator of a functional random process, where the covariance operator itself is an object of interest for statistical analysis. Distances for comparing positive-definite covariance matrices are either extended or shown to be inapplica...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2014
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| Online Access: | http://eprints.nottingham.ac.uk/41017/ http://eprints.nottingham.ac.uk/41017/ http://eprints.nottingham.ac.uk/41017/ http://eprints.nottingham.ac.uk/41017/1/Pigolietal2014-asu008.pdf |