Homogeneity test for functional data based on depth measures

Ramón Jesús Flores Díaz, Rosa Elvira Lillo Rodríguez and Juan Romo

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: In the context of functional data analysis, we propose a new method to test the homogeneity of families of functions. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two families. A simulation study is performed to check the efficiency of the testswhen confronted with shape and magnitude perturbation. Finally, we apply these tools to measure the homogeneity in some families of real data, obtaining good results for these new methods.

Keywords: FDA; Homogeneity; test; Functional; depth (search for similar items in EconPapers)
Date: 2014-01
New Economics Papers: this item is included in nep-ecm and nep-sog
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws140101

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