IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v199y2024ics0047259x23000891.html
   My bibliography  Save this article

Tests for equality of several covariance matrix functions for multivariate functional data

Author

Listed:
  • Qiu, Zhiping
  • Fan, Jiangyuan
  • Zhang, Jin-Ting
  • Chen, Jianwei

Abstract

Multivariate functional data are often observed in many scientific fields. This paper considers a multi-sample equal-covariance matrix function testing problem for multivariate functional data. Two new tests are proposed and studied. The asymptotic properties of the two tests under the null hypothesis and a local alternative are investigated. Two methods for approximating the null distributions of the test statistics are described. It is shown that the two tests are root-n consistent. Two simulation studies are conducted to evaluate the finite sample performance of the proposed tests. Finally, the two tests are illustrated via applications to three real multivariate functional data sets.

Suggested Citation

  • Qiu, Zhiping & Fan, Jiangyuan & Zhang, Jin-Ting & Chen, Jianwei, 2024. "Tests for equality of several covariance matrix functions for multivariate functional data," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    • Handle: RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000891
    DOI: 10.1016/j.jmva.2023.105243
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X23000891
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2023.105243?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000891. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.