 Inference from heteroscedastic functional dataHaiyan Wang and Michael Akritas Journal of Nonparametric Statistics, 2010, vol. 22, issue 2, 149-168 Abstract: Technological advancements have produced an abundance of data sets in which a large number of repeated measurements are observed within a subject or stratum. Many of these data sets are based on a small number of subjects rendering most existing inferential methods unsuitable. This paper develops test procedures based on a novel model for nested heteroscedastic high-dimensional data which we propose. The novelty of the model rests on the fact that the random effects are assumed to be neither uncorrelated nor normal. The model is nonparametric in the sense that it leaves the covariance structure unspecified and applies to both discrete and continuous data. The test procedures developed are useful for evaluating the effects of time as well as their interactions with the crossed factors on the stratum. The asymptotic theory of the test statistics is driven by a large number of measurements per subject and the assumption of nonstationary α-mixing on the error term. Simulation studies and real applications show that the proposed tests are more powerful in detecting effects compared with benchmark methods in data with very limited number of replications. Date: 2010 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:22:y:2010:i:2:p:149-168 Ordering information: This journal article can be ordered from DOI: 10.1080/10485250903171621 Access Statistics for this article Journal of Nonparametric Statistics is currently edited by Jun Shao More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals |
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