Functional ANOVA based on empirical characteristic functionals

Zdeněk Hlávka, Daniel Hlubinka and Kateřina Koňasová

Journal of Multivariate Analysis, 2022, vol. 189, issue C

Abstract: Functional two-sample tests based on empirical characteristic functionals are studied. We consider a test statistic of Cramér–von Mises type with integration over a preselected family of probability measures, say Q, leading to a computationally feasible and powerful test statistic. Small sample properties of the resulting two- and k-sample functional tests are investigated in a simulation study. In particular, we compare the resulting tests to previously proposed tests of equality of mean functions and covariance operators and we show that a proper choice of the probability measure Q gives very good power in detecting shift and scale alternatives.

Keywords: Characteristic functional; Cramér–von Mises functional two sample test; Functional ANOVA (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2021.104878

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