Physical Sciences and Mathematics Commons^™

Testing And Estimation For Functional Data With Applications To Magnetometer Records, Inga Maslova

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

The functional linear model, Y_n = ψX_n + ε_n, with functional response and explanatory variables is considered. A simple test of the nullity of ψ based on the principal component decomposition is proposed. The test statistic has asymptotic chi-squared distribution, which is also an excellent approximation in finite samples. The methodology is applied to data from terrestrial magnetic observatories.

In recent years, the interaction of the auroral substorms with the equatorial and mid-latitude currents has been the subject of extensive research. We introduce a new statistical technique that allows us to test at a specified …