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dc.contributor.authorAston, Johnen
dc.contributor.authorPigoli, Davideen
dc.contributor.authorTavakoli, Shahinen
dc.date.accessioned2016-08-01T11:29:47Z
dc.date.available2016-08-01T11:29:47Z
dc.date.issued2016en
dc.identifier.issn0090-5364
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/256921
dc.description.abstractThe assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible, either for computational reasons, or due to a small sample size. However, inferential tools to verify this assumption are somewhat lacking in high-dimensional or functional data analysis settings, where this assumption is most relevant. We propose here to test separability by focusing on K- dimensional projections of the difference between the covariance operator and a nonparametric separable approximation. The subspace we project onto is one generated by the eigenfunctions of the covariance operator estimated under the separability hypothesis, negating the need to ever estimate the full non-separable covariance. We show that the rescaled difference of the sample covariance operator with its separable approximation is asymptotically Gaussian. As a by-product of this result, we derive asymptotically pivotal tests under Gaussian assumptions, and propose bootstrap methods for approximating the distribution of the test statistics. We probe the finite sample performance through simulations studies, and present an application to log-spectrogram images from a phonetic linguistics dataset.
dc.description.sponsorshipResearch Supported by EPSRC grant EP/K021672/2.
dc.languageEnglishen
dc.language.isoenen
dc.publisherInstitute of Mathematical Statistics
dc.titleTests for separability in nonparametric covariance operators of random surfacesen
dc.typeArticle
dc.description.versionThis is the author accepted manuscript. It is currently under an indefinite embargo pending publication by the Institute of Mathematical Statistics.en
prism.publicationDate2016en
prism.publicationNameAnnals of Statisticsen
dc.identifier.doi10.17863/CAM.854
dcterms.dateAccepted2016-06-23en
rioxxterms.versionAMen
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserveden
rioxxterms.licenseref.startdate2016en
dc.contributor.orcidPigoli, Davide [0000-0003-4591-4167]
rioxxterms.typeJournal Article/Reviewen
pubs.funder-project-idEPSRC (EP/K021672/2)
pubs.funder-project-idEPSRC (EP/N014588/1)
datacite.issupplementedby.doi10.17863/CAM.435en
cam.orpheus.successThu Jan 30 12:57:30 GMT 2020 - The item has an open VoR version.*
rioxxterms.freetoread.startdate2100-01-01


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