Testing the Equality of Covariance Operators in Functional Samples
Methodology
2015-03-19 v2 Statistics Theory
Statistics Theory
Abstract
We propose a robust 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.
Keywords
Cite
@article{arxiv.1104.4049,
title = {Testing the Equality of Covariance Operators in Functional Samples},
author = {Stefan Fremdt and Lajos Horváth and Piotr Kokoszka and Josef G. Steinebach},
journal= {arXiv preprint arXiv:1104.4049},
year = {2015}
}