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Functional ANOVA based on empirical characteristic functionals

Publikace na Matematicko-fyzikální fakulta |
2022

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

Functional two-sample tests based on empirical characteristic functionals are studied. We consider a test statistic of Cramer-von Mises type with integration over a preselected family of probability measures, say Q, leading to a computationally feasible and powerful test statistic.

Small sample properties of the resulting two- and k-sample functional tests are investigated in a simulation study. In particular, we compare the resulting tests to previously proposed tests of equality of mean functions and covariance operators and we show that a proper choice of the probability measure Q gives very good power in detecting shift and scale alternatives. (C) 2021 Elsevier Inc.

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