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Functional Two-sample Tests Based on Empirical Characteristic Functionals

Publikace na Matematicko-fyzikální fakulta |
2020

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

Two-sample tests for functional data based on empirical characteristic functionals are proposed. The test statistic is of Cramér-von Mises type with integration over a pre-selected family of probability measures leading a computationally feasible and powerful test statistic.

The choice of the probability measure is discussed and the empirical size and power of the resulting two-sample functional tests are investigated in a small simulation study.