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A comparison of tests for the one-way ANOVA problem for functional data

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  • Tomasz Górecki
  • Łukasz Smaga

Abstract

In this paper, some new tests based on the idea of the B-spline test (Shen and Faraway in Stat Sin 14:1239–1257, 2004 ) for the one-way ANOVA problem for functional data are proposed. Eleven existing tests for this problem are also reviewed. Exhaustive simulation studies are presented to compare all of the tests considered. The simulations are based on real labeled times series data and artificial data. They provide an idea of the size control and power of the tests, and emphasize the differences between them. Illustrative examples of the use of the tests in practice are also given. Copyright The Author(s) 2015

Suggested Citation

  • Tomasz Górecki & Łukasz Smaga, 2015. "A comparison of tests for the one-way ANOVA problem for functional data," Computational Statistics, Springer, vol. 30(4), pages 987-1010, December.
  • Handle: RePEc:spr:compst:v:30:y:2015:i:4:p:987-1010
    DOI: 10.1007/s00180-015-0555-0
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    7. T. Górecki & Ł. Smaga, 2017. "Multivariate analysis of variance for functional data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2172-2189, September.
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    10. Alba M. Franco-Pereira & Rosa E. Lillo, 2020. "Rank tests for functional data based on the epigraph, the hypograph and associated graphical representations," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(3), pages 651-676, September.
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    18. Oomen, Roel, 2018. "Price signatures," LSE Research Online Documents on Economics 90481, London School of Economics and Political Science, LSE Library.

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