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Functional ANOVA based on empirical characteristic functionals

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  • Hlávka, Zdeněk
  • Hlubinka, Daniel
  • Koňasová, Kateřina

Abstract

Functional two-sample tests based on empirical characteristic functionals are studied. We consider a test statistic of Cramér–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.

Suggested Citation

  • Hlávka, Zdeněk & Hlubinka, Daniel & Koňasová, Kateřina, 2022. "Functional ANOVA based on empirical characteristic functionals," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    • Handle: RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001561
    DOI: 10.1016/j.jmva.2021.104878
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    1. Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk, 2022. "Fourier-type tests of mutual independence between functional time series," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

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