Testing the Equality of Covariance Operators in Functional Samples

STEFAN FREMDT; JOSEF G. STEINEBACH; LAJOS HORVATH; PIOTR KOKOSZKA

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Testing the Equality of Covariance Operators in Functional Samples

机译：测试功能样本中协方差算子的相等性

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摘要

We propose a non-parametric test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension reduction needed to represent the data. Detailed analysis of the asymptotic properties is developed. Finite sample performance is examined by a simulation study and an application to egg-laying curves of fruit flies.

机译：我们提出了两个函数样本中协方差结构是否相等的非参数检验。检验统计量具有已知自由度数的卡方渐近分布，这取决于表示数据所需的降维程度。开发了渐近性质的详细分析。通过模拟研究以及将其应用于果蝇的产卵曲线来检验有限的样品性能。

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来源
《Scandinavian journal of statistics》 |2013年第1期|138-152|共15页
作者
STEFAN FREMDT; JOSEF G. STEINEBACH; LAJOS HORVATH; PIOTR KOKOSZKA;
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作者单位

Mathematical Institute, University of Cologne;

Mathematical Institute, University of Cologne, Weyertal 86-90, 50931 Koln, Germany;

Department of Mathematics, University of Utah;

Department of Statistics, Colorado State University;

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正文语种 eng
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关键词
asymptotic distribution; covariance operator; functional data; quadratic forms; two sample problem;

机译：渐近分布协方差运算符功能数据;二次形式;两个样本问题;

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机译：用于同时测试的似然比测试统计的精确分布，同时测试协方差矩阵的平均值和圆形度
5. Testing the equality of regression coefficients and a pooling methodology from multiple samples when the data is multicollinear. [D] . Riley, Fransell Rena Copeland. 2009

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6. Resampling-based Methods in Single and Multiple Testing for Equality of Covariance/Correlation Matrices [O] . Yang Yang, Victor DeGruttola -1

机译：协方差/相关矩阵的相等性的单次和多次测试中基于重采样的方法
7. Testing the equality of covariance operators in functional samples [O] . Stefan Fremdt, Piotr Kokoszka, Josef G. Steinebach 2012

机译：测试功能样本中协方差运算符的相等性

Testing the Equality of Covariance Operators in Functional Samples

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