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相关论文: A Further Study of an $L^2$-norm Based Test for th…

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In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…

统计方法学 · 统计学 2016-09-16 Jia Guo , Bu Zhou , Jin-Ting Zhang

This article gives a synopsis on new developments in affine invariant tests for multivariate normality in an i.i.d.-setting, with special emphasis on asymptotic properties of several classes of weighted $L^2$-statistics. Since weighted…

统计理论 · 数学 2020-04-17 Bruno Ebner , Norbert Henze

In this paper, we propose two new tests for testing the equality of the covariance functions of several functional populations, namely a quasi GPF test and a quasi $F_{\max}$ test. The asymptotic random expressions of the two tests under…

统计方法学 · 统计学 2016-09-15 Jia Guo , Jin-Ting Zhang

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

统计方法学 · 统计学 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang

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…

统计方法学 · 统计学 2015-03-19 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

We develop an asymptotic theory for $L^2$ norms of sample mean vectors of high-dimensional data. An invariance principle for the $L^2$ norms is derived under conditions that involve a delicate interplay between the dimension $p$, the sample…

统计理论 · 数学 2015-03-13 Mengyu Xu , Danna Zhang , Wei Biao Wu

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

统计理论 · 数学 2022-11-03 Sherzod M Mirakhmedov

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

统计方法学 · 统计学 2024-08-12 Hao Chen , Jerome H. Friedman

Along the lines of Janssen's and Pfanzagl's work the testing theory for statistical functionals is further developed for non-parametric one-sample problems. Efficient tests for the one-sided and two-sided problems are derived for…

统计理论 · 数学 2013-11-11 Vladimir Ostrovski

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

统计理论 · 数学 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

统计方法学 · 统计学 2022-07-26 Joydeep Chowdhury , Probal Chaudhuri

This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our…

计量经济学 · 经济学 2023-05-17 Bo Zhou

Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…

统计理论 · 数学 2025-03-04 Siyao Wang , Miles E. Lopes

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

统计方法学 · 统计学 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

统计方法学 · 统计学 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

机器学习 · 统计学 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional $L^2$-type test is developed which evaluates, over all frequencies, the Hilbert-Schmidt…

统计方法学 · 统计学 2020-04-15 Anne Leucht , Efstathios Paparoditis , Theofanis Sapatinas

We investigate properties of a bootstrap-based methodology for testing hypotheses about equality of certain characteristics of the distributions between different populations in the context of functional data. The suggested testing…

统计理论 · 数学 2016-09-29 Efstathios Paparoditis , Theofanis Sapatinas

In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We…

统计理论 · 数学 2024-02-01 Jianghao Li , Zhenzhen Niu , Shizhe Hong , Zhidong Bai

The theory of testing statistical functionals is developed for non-parametric two-sample problems. For differentiable real-valued statistical functionals, some tests for the one-sided and two-sided cases are proposed and studied. The…

统计理论 · 数学 2025-07-14 Vladimir Ostrovski
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