Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data

JOURNAL OF MULTIVARIATE ANALYSIS

卷:170

Article

Jiang, Qing¹  Huskova, Marie²  Meintanis, Simos G.^3,4  Zhu, Lixing^1,5 

[1] Beijing Normal Univ, Sch Stat, Beijing, Peoples R China

[2] Charles Univ Prague, Dept Stat, Prague, Czech Republic

[3] Natl & Kapodistrian Univ Athens, Dept Econ, Athens, Greece

[4] North West Univ, Unit Business Math & Informat, Potchefstroom, South Africa

[5] Hong Kong Baptist Univ, Dept Math, Hong Kong, Peoples R China

关键词: Empirical characteristic function;    Functional data;    Two-sample problem;   

DOI  :  10.1016/j.jmva.2018.09.002

来源: Elsevier

【 摘 要 】

We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as L-2-type criteria based on empirical characteristic functions and are convenient from the computational point of view. Asymptotic properties are presented. Simulations and two real data applications are conducted in order to evaluate the performance of the proposed tests vis-a-vis other methods. (C) 2018 Elsevier Inc. All rights reserved.

【 授权许可】

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