Tests for separability in nonparametric covariance operators of random surfaces
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Abstract
The 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
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Engineering and Physical Sciences Research Council (EP/N014588/1)