Functional ANOVA based on empirical characteristic functionals

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F22%3A10444943" target="_blank" >RIV/00216208:11320/22:10444943 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=4vgw1eUX1_" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=4vgw1eUX1_</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jmva.2021.104878" target="_blank" >10.1016/j.jmva.2021.104878</a>

Result language
angličtina
Original language name
Functional ANOVA based on empirical characteristic functionals
Original language description
Functional two-sample tests based on empirical characteristic functionals are studied. We consider a test statistic of Cramer-von Mises type with integration over a preselected family of probability measures, say Q, leading to a computationally feasible and powerful test statistic. Small sample properties of the resulting two- and k-sample functional tests are investigated in a simulation study. In particular, we compare the resulting tests to previously proposed tests of equality of mean functions and covariance operators and we show that a proper choice of the probability measure Q gives very good power in detecting shift and scale alternatives. (C) 2021 Elsevier Inc. All rights reserved.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA18-08888S" target="_blank" >GA18-08888S: Two-sample change-point</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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