Testing for the mean of random curves: A penalization approach

被引：0

作者：

Mas A. ^{[1
,2
]}

机构：

[1] Depatament de Mathematique, Université Montpellier 2

[2] Laboratoire de Probabilités-Statistiques, CC051, Université Montpellier 2, 34095 Montpellier Cedex 5, Place Eugène Bataillon

来源：

Statistical Inference for Stochastic Processes | 2007年 / 10卷 / 2期

关键词：

Functional data; Hypothesis testing; Local alternatives; Random curves; Weak convergence;

D O I：

10.1007/s11203-005-0754-3

中图分类号：

学科分类号：

摘要：

Let X 1,...,X n be an i.i.d. sample of random curves, viewed as Hilbert space valued random elements, with mean curve m. An asymptotic test of m = m 0 vs m ≠ m 0 is proposed, when m 0 is a fixed known function. The test statistics converges under very mild assumptions and relies on the pseudo-inversion of the covariance operator (leading to a non standard inverse problem). The power against local alternatives is investigated. © Springer 2006.

引用

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页码：147 / 163

页数：16

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