...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Computational statistics & data analysis >Testing the equality of several covariance functions for functional data: A supremum-norm based test
【24h】

Testing the equality of several covariance functions for functional data: A supremum-norm based test

机译：测试功能数据的几种协方差函数的平等：基于超级标准的测试

获取原文
获取原文并翻译 | 示例
   

获取外文期刊封面封底 >>

       
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Testing the equality of covariance functions is crucial for solving functional ANOVA problems. Available methods, such as the recently proposed L-2-norm based tests work well when functional data are less correlated but are less powerful when functional data are highly correlated or with some local spikes, which are often the cases in real functional data analysis. To overcome this difficulty, a new test for the equality of several covariance functions is proposed. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance functions and the pooled sample covariance function. The asymptotic random expressions of the test statistic under the null hypothesis and under a local alternative are derived and a non-parametric bootstrap method is suggested. The root-n consistency of the proposed test is also obtained. Intensive simulation studies are conducted to demonstrate the finite sample performance of the proposed test. The simulation results show that the proposed test is indeed more powerful than several existing L-2-norm based competitors when functional data are highly correlated or with some local spikes. The proposed test is illustrated with three real data examples collected in a wide scope of scientific fields. (C) 2018 Elsevier B.V. All rights reserved.
机译：测试协方差函数的平等对于解决功能性ANOVA问题至关重要。当功能数据不太相关但功能数据高度相关或使用一些本地尖峰时，当功能数据具有较小时，诸如最近提出的L-2-Norm基于基于的基于L-2-Norm基于基于的方法的方法很好地运行，这通常是实际功能数据分析中的案例。为了克服这种困难，提出了对若干协方差函数的平等的新测试。其测试统计量被视为估计各个协方差函数和汇集示例协方差函数之间平方差的总和的超值。派生了在零假设和局部替代下的测试统计的渐近随机表达，并建议了非参数释放方法。还获得了所提出的试验的根部一致性。进行了密集的仿真研究，以证明所提出的测试的有限样本性能。仿真结果表明，当功能数据高度相关或与某些本地尖峰高，所提出的测试确实比现有的L-2 - 标准基于竞争对手更强大。所提出的测试被阐述，其中三个真实数据示例收集在广泛的科学领域。 （c）2018 Elsevier B.v.保留所有权利。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号