A tuning parameter free test for properties of space-time covariance functions

Research output: Contribution to journalArticle

Abstract

We propose a new nonparametric test to test for symmetry and separability of space-time covariance functions. Unlike the existing nonparametric tests, our test has the attractive convenience of being free of choosing any user-chosen number or smoothing parameter. The asymptotic null distributions of the test statistics are free of nuisance parameters and the critical values have been tabulated in the literature. From a practical point of view, our test is easy to implement and can be readily used by the practitioner. A Monte-Carlo experiment and real data analysis illustrate the finite sample performance of the new test.

Original languageEnglish (US)
Pages (from-to)4031-4038
Number of pages8
JournalJournal of Statistical Planning and Inference
Volume139
Issue number12
DOIs
StatePublished - Dec 1 2009

Keywords

  • Asymptotically pivotal
  • Covariance
  • Full symmetry
  • Separability

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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