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Testing for the Mean of Random Curves : from Penalization to Dimension Selection

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  • André Mas

    (Crest)

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  • André Mas, 2002. "Testing for the Mean of Random Curves : from Penalization to Dimension Selection," Working Papers 2002-08, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2002-08
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    File URL: http://crest.science/RePEc/wpstorage/2002-08.pdf
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    1. Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal, 1999. "Functional linear model," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 11-22, October.
    2. Mas, André, 2002. "Rates of weak convergence for images of measures by families of mappings," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 7-12, January.
    3. Philippe C. Besse & Herve Cardot & David B. Stephenson, 2000. "Autoregressive Forecasting of Some Functional Climatic Variations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 673-687, December.
    4. Mas, André, 2002. "Weak convergence for the covariance operators of a Hilbertian linear process," Stochastic Processes and their Applications, Elsevier, vol. 99(1), pages 117-135, May.
    5. Dauxois, J. & Pousse, A. & Romain, Y., 1982. "Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 136-154, March.
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    Cited by:

    1. Hervé Cardot & Frédéric Ferraty & André Mas & Pascal Sarda, 2003. "Testing Hypotheses in the Functional Linear Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 241-255, March.

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