We propose a method to test dependence or conditional dependence be- tween parts of the domain of functional data. The tests are based on permutation procedure that tests if suitable blocks of the covariance or precision matrix of ba- sis expansion coefficients are equal to zero. We show that the procedure is able to identify the true structure of conditional dependence.
Morvan, M., Pini, A., Giacofci, M., Monbet, V., Block testing in covariance and precision matrices for functional data analysis, Contributed paper, in Book of short papers SIS 2021, (Pisa, 21-25 June 2021), Pearson Italia, Milano 2021: 911-916 [http://hdl.handle.net/10807/203845]
Block testing in covariance and precision matrices for functional data analysis
Pini, Alessia
;
2021
Abstract
We propose a method to test dependence or conditional dependence be- tween parts of the domain of functional data. The tests are based on permutation procedure that tests if suitable blocks of the covariance or precision matrix of ba- sis expansion coefficients are equal to zero. We show that the procedure is able to identify the true structure of conditional dependence.
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