Functional K Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F25%3A10501392" target="_blank" >RIV/00216208:11320/25:10501392 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-031-92383-8_31" target="_blank" >https://doi.org/10.1007/978-3-031-92383-8_31</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-031-92383-8_31" target="_blank" >10.1007/978-3-031-92383-8_31</a>
Alternative languages
Result language
angličtina
Original language name
Functional K Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
Original language description
The null hypothesis of equality of distributions of functional data coming from K samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cramér von Mises comparisons of empirical characteristic functionals. The significance of the test statistic is evaluated via the novel multivariate permutation test, where the final single p-value is computed using the discrete optimal measure transport. The methodology is illustrated by real data on cumulative intraday returns of Bitcoin.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA25-15844S" target="_blank" >GA25-15844S: Structural tests based on the optimal transport</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
New Trends in Functional Statistics and Related Fields
ISBN
978-3-031-92382-1
ISSN
1431-1968
e-ISSN
2628-8966
Number of pages
9
Pages from-to
249-257
Publisher name
Springer Nature
Place of publication
Cham
Event location
Novara, Itálie (Piemont)
Event date
Jun 25, 2025
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
001545850800031