دورية أكاديمية

Testing equality between several populations covariance operators

التفاصيل البيبلوغرافية
العنوان: Testing equality between several populations covariance operators
المؤلفون: Boente Boente, Graciela Lina, Rodriguez, Daniela Andrea, Sued, Raquel Mariela
بيانات النشر: Springer Heidelberg
مصطلحات موضوعية: ASYMPTOTIC DISTRIBUTION, BOOTSTRAP CALIBRATION, COVARIANCE OPERATORS, FUNCTIONAL DATA ANALYSIS, LOCAL ALTERNATIVES, Matemática Pura, Matemáticas, CIENCIAS NATURALES Y EXACTAS, stat, envir
الوصف: In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set. ; Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina ; Fil: Rodriguez, Daniela Andrea. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina ; Fil: Sued, Raquel Mariela. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
نوع الوثيقة: article in journal/newspaper
اللغة: English
العلاقة: http://hdl.handle.net/11336/55562Test
الإتاحة: http://hdl.handle.net/11336/55562Test
حقوق: undefined
رقم الانضمام: edsbas.AB213FB4
قاعدة البيانات: BASE