Publication at Faculty of Mathematics and Physics |
2022
Abstract
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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