Testing the Equality of Covariance Operators in Functional Samples
Testing the Equality of Covariance Operators in Functional Samples
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DOI：
10.1111/j.1467-9469.2012.00796.x
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发表时间：
2011-04
影响因子：
1
通讯作者：
Stefan Fremdt;J. Steinebach;Lajos Horv'ath;P. Kokoszka
中科院分区：
文献类型：
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作者：
Stefan Fremdt;J. Steinebach;Lajos Horv'ath;P. Kokoszka
摘要。我们提出了两个功能样本中协方差结构相等性的非参数检验。检验统计量具有已知自由度的卡方渐近分布，这取决于表示数据所需的降维水平。对其渐近性质进行了详细的分析。有限样本性能通过模拟研究和应用于果蝇产卵曲线检验。
Abstract. We propose a non‐parametric test for the equality of the covariance structures in two functional samples. The test statistic has a chi‐square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension reduction needed to represent the data. Detailed analysis of the asymptotic properties is developed. Finite sample perfo‐rmance is examined by a simulation study and an application to egg‐laying curves of fruit flies.