Paired Sample Tests in Infinite Dimensional Spaces

Anirvan Chakraborty () and Probal Chaudhuri ()
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Anirvan Chakraborty: Indian Statistical Institute, Theoretical Statistics and Mathematics Unit
Probal Chaudhuri: Indian Statistical Institute, Theoretical Statistics and Mathematics Unit

Chapter Chapter 20 in Modern Nonparametric, Robust and Multivariate Methods, 2015, pp 351-370 from Springer

Abstract: Abstract The sign and the signed-rank tests for univariate data are perhaps the most popular nonparametric competitors of the t test for paired sample problems. These tests have been extended in various ways for multivariate data in finite dimensional spaces. These extensions include tests based on spatial signs and signed ranks, which have been studied extensively by Hannu Oja and his coauthors. They showed that these tests are asymptotically more powerful than Hotelling’s T 2 test under several heavy tailed distributions. In this paper, we consider paired sample tests for data in infinite dimensional spaces based on notions of spatial sign and spatial signed rank in such spaces. We derive their asymptotic distributions under the null hypothesis and under sequences of shrinking location shift alternatives. We compare these tests with some mean based tests for infinite dimensional paired sample data. We show that for shrinking location shift alternatives, the proposed tests are asymptotically more powerful than the mean based tests for some heavy tailed distributions and even for some Gaussian distributions in infinite dimensional spaces. We also investigate the performance of different tests using some simulated data.

Keywords: Contaminated data; Gâteaux derivative; Smooth Banach space; Spatial sign; Spatial signed rank; t process (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-22404-6_20

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DOI: 10.1007/978-3-319-22404-6_20

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