Test of independence for functional data

Abstrakt

We wish to test the null hypothesis that a collection of functional observations are independent and identically distributed. Our procedure is based on the sum of the L2 norms of the empirical correlation functions.

The limit distribution of the proposed test statistic is established under the null hypothesis.

Klíčová slova

• Test for independence
• Sample autocovariances
• Karhunen–Loéve expansion