Sign, Wilcoxon and Mann-Whitney Tests for Functional Data: An Approach Based on Random Projections

Rafael Meléndez, Ramón Giraldo and Víctor Leiva
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Rafael Meléndez: Department of Mathematics, Universidad de La Guajira, Riohacha 440001, Colombia
Ramón Giraldo: Department of Statistics, Universidad Nacional de Colombia, Bogotá 111321, Colombia
Víctor Leiva: School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso 2362807, Chile

Mathematics, 2020, vol. 9, issue 1, 1-11

Abstract: Sign, Wilcoxon and Mann-Whitney tests are nonparametric methods in one or two-sample problems. The nonparametric methods are alternatives used for testing hypothesis when the standard methods based on the Gaussianity assumption are not suitable to be applied. Recently, the functional data analysis (FDA) has gained relevance in statistical modeling. In FDA, each observation is a curve or function which usually is a realization of a stochastic process. In the literature of FDA, several methods have been proposed for testing hypothesis with samples coming from Gaussian processes. However, when this assumption is not realistic, it is necessary to utilize other approaches. Clustering and regression methods, among others, for non-Gaussian functional data have been proposed recently. In this paper, we propose extensions of the sign, Wilcoxon and Mann-Whitney tests to the functional data context as methods for testing hypothesis when we have one or two samples of non-Gaussian functional data. We use random projections to transform the functional problem into a scalar one, and then we proceed as in the standard case. Based on a simulation study, we show that the proposed tests have a good performance. We illustrate the methodology by applying it to a real data set.

Keywords: hypothesis testing; Monte Carlo simulation; non-Gaussianity; nonparametric tests; R software (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
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