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Data depth and rank-based tests for covariance and spectral density matrices

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  • Chau, Van Vinh
  • Ombao, Hernando
  • von Sachs, Rainer

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  • Chau, Van Vinh & Ombao, Hernando & von Sachs, Rainer, 2017. "Data depth and rank-based tests for covariance and spectral density matrices," LIDAM Discussion Papers ISBA 2017019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2017019
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    References listed on IDEAS

    as
    1. Chau, Van Vinh & von Sachs, Rainer, 2016. "Functional mixed effects wavelet estimation for spectra of replicated time series," LIDAM Discussion Papers ISBA 2016013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Chau, Van Vinh & von Sachs, Rainer, 2017. "Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach," LIDAM Discussion Papers ISBA 2017002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Arthur B. Yeh & Kesar Singh, 1997. "Balanced Confidence Regions Based on Tukey’s Depth and the Bootstrap," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(3), pages 639-652.
    4. Mark Fiecas & Hernando Ombao, 2016. "Modeling the Evolution of Dynamic Brain Processes During an Associative Learning Experiment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1440-1453, October.
    5. Chau, Van Vinh & von Sachs, Rainer, 2016. "Functional mixed effects wavelet estimation for spectra of replicated time series," LIDAM Reprints ISBA 2016025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Davide Pigoli & John A. D. Aston & Ian L. Dryden & Piercesare Secchi, 2014. "Distances and inference for covariance operators," Biometrika, Biometrika Trust, vol. 101(2), pages 409-422.
    7. Holger Dette & Efstathios Paparoditis, 2009. "Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 831-857, September.
    8. López-Pintado, Sara & Romo, Juan, 2009. "On the Concept of Depth for Functional Data," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 718-734.
    9. Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
    10. Ming Dai, 2004. "Multivariate spectral analysis using Cholesky decomposition," Biometrika, Biometrika Trust, vol. 91(3), pages 629-643, September.
    11. Cristina Gorrostieta & Hernando Ombao & Raquel Prado & Shaun Patel & Emad Eskandar, 2012. "Exploring dependence between brain signals in a monkey during learning," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(5), pages 771-778, September.
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