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arXiv 1610.06960math.STstat.TH
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函数型数据双样本问题中的置换检验

Permutation tests in the two-sample problem for functional data

Alejandra Cabaña, Ana Maria Estrada, Jairo I. Peña, Adolfo J. Quiroz

摘要:

本文讨论了三种不同的置换检验方案,并在函数型数据的双样本问题中进行了比较。其中一个过程基本上是由Lopez-Pintado和Romo(2009)引入的,使用函数数据深度的概念来适应最初由Liu和Singh(1993)提出的多变量数据的想法。在这里介绍的新方法中,一种也是基于功能数据深度,但使用不同的方式(受荟萃分析的启发)来评估深度差异的重要性。这里提出的第二种新方法适用于函数数据设置,Schilling(1986)的k-最近邻统计量。通过模拟算例和实际数据对这三种方法进行了比较,并与Horvath和Kokoszka(2012)的检验结果进行了比较。该比较考虑了统计能力和计算成本方面的统计性能。

英文摘要:

Three different permutation test schemes are discussed and compared in the context of the two-sample problem for functional data. One of the procedures was essentially introduced by Lopez-Pintado and Romo (2009), using notions of functional data depth to adapt the ideas originally proposed by Liu and Singh (1993) for multivariate data. Of the new methods introduced here, one is also based on functional data depths, but uses a different way (inspired by Meta-Analysis) to assess the significance of the depth differences. The second new method presented here adapts, to the functional data setting, the k-nearest-neighbors statistic of Schilling (1986). The three methods are compared among them and against the test of Horvath and Kokoszka (2012) in simulated examples and real data. The comparison considers the performance of the statistics in terms of statistical power and in terms of computational cost.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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