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Two-Sample Hypothesis Test for Functional Data

Author

Listed:
  • Jing Zhao

    (China National Institute of Standardization, Beijing 100191, China)

  • Sanying Feng

    (School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, China)

  • Yuping Hu

    (School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, China)

Abstract

In this paper, we develop and study a novel testing procedure that has more a powerful ability to detect mean difference for functional data. In general, it includes two stages: first, splitting the sample into two parts and selecting principle components adaptively based on the first half-sample; then, constructing a test statistic based on another half-sample. An extensive simulation study is presented, which shows that the proposed test works very well in comparison with several other methods in a variety of alternative settings.

Suggested Citation

  • Jing Zhao & Sanying Feng & Yuping Hu, 2022. "Two-Sample Hypothesis Test for Functional Data," Mathematics, MDPI, vol. 10(21), pages 1-16, November.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:21:p:4060-:d:959852
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    References listed on IDEAS

    as
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    2. Ferraty, Frederic & Vieu, Philippe & Viguier-Pla, Sylvie, 2007. "Factor-based comparison of groups of curves," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4903-4910, June.
    3. Zhang, Jin-Ting & Cheng, Ming-Yen & Wu, Hau-Tieng & Zhou, Bu, 2019. "A new test for functional one-way ANOVA with applications to ischemic heart screening," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 3-17.
    4. Yu-Ru Su & Chong-Zhi Di & Li Hsu, 2017. "Hypothesis testing in functional linear models," Biometrics, The International Biometric Society, vol. 73(2), pages 551-561, June.
    5. Philippe Besse & J. Ramsay, 1986. "Principal components analysis of sampled functions," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 285-311, June.
    6. Dehan Kong & Kaijie Xue & Fang Yao & Hao H. Zhang, 2016. "Partially functional linear regression in high dimensions," Biometrika, Biometrika Trust, vol. 103(1), pages 147-159.
    7. David Kraus & Victor M. Panaretos, 2012. "Dispersion operators and resistant second-order functional data analysis," Biometrika, Biometrika Trust, vol. 99(4), pages 813-832.
    8. Peter Hall & Mohammad Hosseini‐Nasab, 2006. "On properties of functional principal components analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 109-126, February.
    Full references (including those not matched with items on IDEAS)

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