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Two-Sample Hypothesis Test for Functional Data

Jing Zhao, Sanying Feng and Yuping Hu ()
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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

Mathematics, 2022, vol. 10, issue 21, 1-16

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.

Keywords: functional data analysis; mean functions comparison; two sample testing; sample splitting (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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