An $${{\varvec{L}}}^{2}$$L2-norm-based test for equality of several covariance functions: a further study

Jia Guo (), Bu Zhou (), Jianwei Chen () and Jin-Ting Zhang ()
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Jia Guo: Zhejiang University of Technology
Bu Zhou: Zhejiang Gongshang University
Jianwei Chen: San Diego State University
Jin-Ting Zhang: National University of Singapore

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2019, vol. 28, issue 4, No 8, 1092-1112

Abstract: Abstract For the multi-sample equal covariance function (ECF) testing problem, Zhang (Analysis of variance for functional data, CRC Press, Boca Raton, 2013) proposed an $$L^{2}$$L2-norm-based test. However, its asymptotic power and finite sample performance have not been studied. In this paper, its asymptotic power is investigated under some mild conditions. It is shown that the $$L^2$$L2-norm-based test is root-n consistent. In addition, intensive simulation studies are conducted to evaluate its finite sample performance against several existing competitors. In particular, they demonstrate that in terms of size control and power, the $$L^{2}$$L2-norm-based test outperforms the dimension-reduction-based tests proposed by Panaretos et al. (J Am Stat Assoc 105(490):670–682, 2010) and Fremdt et al. (Scand J Stat 40(1):138–152, 2013), respectively, when functional data are less correlated or when the covariance function differences of functional data contain mainly high-frequency signals. Two real data applications are presented to illustrate the $$L^2$$L2-norm-based test.

Keywords: $$L^{2}$$ L 2 -norm-based test; Asymptotic power; Functional data analysis; Multi-sample equal covariance function testing; 62G10; 62-07 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11749-018-0617-z

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