Authors: Bagchi, Pramita
Dette, Holger
Title: A test for separability in covariance operators of random surfaces
Language (ISO): en
Abstract: The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for example because of a small sample size or because of computational storage problems. In this paper we propose a new and very simple test to validate this assumption. Our approach is based on a measure of separability which is zero in the case of separability and positive otherwise. The measure can be estimated without calculating the full non-separable covariance operator. We prove asymptotic normality of the corresponding statistic with a limiting variance, which can easily be estimated from the available data. As a consequence quantiles of the standard normal distribution can be used to obtain critical values and the new test of separability is very easy to implement. In particular, our approach does neither require projections on subspaces generated by the eigenfunctions of the covariance operator, nor resampling procedures to obtain critical values nor distributional assumptions as recently used by Aston et al. (2017) and Constantinou et al. (2017) to construct tests for separability. We investigate the finite sample performance by means of a simulation study and also provide a comparison with the currently available methodology. Finally, the new procedure is illustrated analyzing wind speed and temperature data.
Subject Headings: functional data
surface data structures
space-time processes
separability
minimum distance
URI: http://hdl.handle.net/2003/36169
http://dx.doi.org/10.17877/DE290R-18185
Issue Date: 2017
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_1917_SFB823_Bagchi_Dette.pdfDNB331.33 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.