Bio-equivalence tests in functional data by maximum deviation[On the prediction of stationary functional time series]

SummaryWe study the problem of testing equivalence of functional parameters, such as the mean or the variance function, in the two-sample functional data setting. In contrast to previous work where the functional problem is reduced to a multiple testing problem for the equivalence of scalar data by comparing the functions at each point, our approach is based on an estimate of a distance measuring the maximum deviation between the two functional parameters. Equivalence is claimed if the estimate for the maximum deviation does not exceed a given threshold. We propose a bootstrap procedure for obtaining quantiles of the distribution of the test statistic, and we prove consistency of the corresponding test in the large-sample scenario. As the methods proposed here avoid the use of the intersection-union principle, they are less conservative and more powerful than currently available approaches.