Testing equality between several populations covariance operators
- Autores
- Boente Boente, Graciela Lina; Rodriguez, Daniela Andrea; Sued, Raquel Mariela
- Año de publicación
- 2018
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set.
Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Rodriguez, Daniela Andrea. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina
Fil: Sued, Raquel Mariela. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina - Materia
-
Asymptotic Distribution
Bootstrap Calibration
Covariance Operators
Functional Data Analysis
Local Alternatives - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/55562
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Testing equality between several populations covariance operatorsBoente Boente, Graciela LinaRodriguez, Daniela AndreaSued, Raquel MarielaAsymptotic DistributionBootstrap CalibrationCovariance OperatorsFunctional Data AnalysisLocal Alternativeshttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set.Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaFil: Rodriguez, Daniela Andrea. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; ArgentinaFil: Sued, Raquel Mariela. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaSpringer Heidelberg2018-08info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/55562Boente Boente, Graciela Lina; Rodriguez, Daniela Andrea; Sued, Raquel Mariela; Testing equality between several populations covariance operators; Springer Heidelberg; Annals of the Institute of Statistical Mathematics; 70; 4; 8-2018; 919-9500020-3157CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://link.springer.com/10.1007/s10463-017-0613-1info:eu-repo/semantics/altIdentifier/doi/10.1007/s10463-017-0613-1info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:47:57Zoai:ri.conicet.gov.ar:11336/55562instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:47:57.396CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Testing equality between several populations covariance operators |
title |
Testing equality between several populations covariance operators |
spellingShingle |
Testing equality between several populations covariance operators Boente Boente, Graciela Lina Asymptotic Distribution Bootstrap Calibration Covariance Operators Functional Data Analysis Local Alternatives |
title_short |
Testing equality between several populations covariance operators |
title_full |
Testing equality between several populations covariance operators |
title_fullStr |
Testing equality between several populations covariance operators |
title_full_unstemmed |
Testing equality between several populations covariance operators |
title_sort |
Testing equality between several populations covariance operators |
dc.creator.none.fl_str_mv |
Boente Boente, Graciela Lina Rodriguez, Daniela Andrea Sued, Raquel Mariela |
author |
Boente Boente, Graciela Lina |
author_facet |
Boente Boente, Graciela Lina Rodriguez, Daniela Andrea Sued, Raquel Mariela |
author_role |
author |
author2 |
Rodriguez, Daniela Andrea Sued, Raquel Mariela |
author2_role |
author author |
dc.subject.none.fl_str_mv |
Asymptotic Distribution Bootstrap Calibration Covariance Operators Functional Data Analysis Local Alternatives |
topic |
Asymptotic Distribution Bootstrap Calibration Covariance Operators Functional Data Analysis Local Alternatives |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set. Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina Fil: Rodriguez, Daniela Andrea. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló". Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina Fil: Sued, Raquel Mariela. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina |
description |
In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study whether this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert–Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the test statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under both the null hypothesis and local alternatives is obtained. The computation of the quantiles of the null asymptotic distribution is not feasible in practice. To overcome this problem, a bootstrap procedure is considered. The performance of the test statistic for small sample sizes is illustrated through a Monte Carlo study and on a real data set. |
publishDate |
2018 |
dc.date.none.fl_str_mv |
2018-08 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/55562 Boente Boente, Graciela Lina; Rodriguez, Daniela Andrea; Sued, Raquel Mariela; Testing equality between several populations covariance operators; Springer Heidelberg; Annals of the Institute of Statistical Mathematics; 70; 4; 8-2018; 919-950 0020-3157 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/55562 |
identifier_str_mv |
Boente Boente, Graciela Lina; Rodriguez, Daniela Andrea; Sued, Raquel Mariela; Testing equality between several populations covariance operators; Springer Heidelberg; Annals of the Institute of Statistical Mathematics; 70; 4; 8-2018; 919-950 0020-3157 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/http://link.springer.com/10.1007/s10463-017-0613-1 info:eu-repo/semantics/altIdentifier/doi/10.1007/s10463-017-0613-1 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Springer Heidelberg |
publisher.none.fl_str_mv |
Springer Heidelberg |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
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CONICET Digital (CONICET) |
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CONICET Digital (CONICET) |
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Consejo Nacional de Investigaciones Científicas y Técnicas |
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CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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