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

Qing Jiang; Marie Hušková; Simos G. Meintanis; Lixing ZHU

doi:10.1016/j.jmva.2018.09.002

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

Qing Jiang
, Marie Hušková
, Simos G. Meintanis^*
, Lixing ZHU

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

19 Citations (Scopus)

Abstract

We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as L₂-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-à-vis other methods.

Original language	English
Pages (from-to)	202-220
Number of pages	19
Journal	Journal of Multivariate Analysis
Volume	170
DOIs	https://doi.org/10.1016/j.jmva.2018.09.002
Publication status	Published - Mar 2019

User-Defined Keywords

Empirical characteristic function
Functional data
Two-sample problem

Access to Document

10.1016/j.jmva.2018.09.002

Cite this

@article{f7a4fe56ba5d448a90f32442c5d5e783,

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

abstract = "We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as L2-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.",

keywords = "Empirical characteristic function, Functional data, Two-sample problem",

author = "Qing Jiang and Marie Hu{\v s}kov{\'a} and Meintanis, \{Simos G.\} and Lixing ZHU",

note = "Funding Information: The authors are grateful to the Editor-in-Chief, Guest Associate Editor, and referees for comments and suggestions which led to an improved manuscript. M. Hu{\v s}kov{\'a} was partially supported by grant GA{\v C}R , Czech Republic, 15-09663S . S.G. Meintanis was partially supported by grant 11699 of the Special Account for Research Grants (EKE) of the National and Kapodistrian University of Athens . ",

year = "2019",

month = mar,

doi = "10.1016/j.jmva.2018.09.002",

language = "English",

volume = "170",

pages = "202--220",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

}

TY - JOUR

T1 - Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data

AU - Jiang, Qing

AU - Hušková, Marie

AU - Meintanis, Simos G.

AU - ZHU, Lixing

N1 - Funding Information: The authors are grateful to the Editor-in-Chief, Guest Associate Editor, and referees for comments and suggestions which led to an improved manuscript. M. Hušková was partially supported by grant GAČR , Czech Republic, 15-09663S . S.G. Meintanis was partially supported by grant 11699 of the Special Account for Research Grants (EKE) of the National and Kapodistrian University of Athens .

PY - 2019/3

Y1 - 2019/3

N2 - We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as L2-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-à-vis other methods.

AB - We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as L2-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-à-vis other methods.

KW - Empirical characteristic function

KW - Functional data

KW - Two-sample problem

UR - https://www.scopus.com/pages/publications/85053858777

U2 - 10.1016/j.jmva.2018.09.002

DO - 10.1016/j.jmva.2018.09.002

M3 - Journal article

AN - SCOPUS:85053858777

SN - 0047-259X

VL - 170

SP - 202

EP - 220

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

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

Abstract

User-Defined Keywords

Access to Document

Other files and links

Fingerprint

Cite this