Two-sample inference for sparse functional data

التفاصيل البيبلوغرافية
العنوان: Two-sample inference for sparse functional data
المؤلفون: Zhang, Chi, Sang, Peijun, Qin, Yingli
سنة النشر: 2023
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Statistics - Methodology, Mathematics - Statistics Theory
الوصف: We propose a novel test procedure for comparing mean functions across two groups within the reproducing kernel Hilbert space (RKHS) framework. Our proposed method is adept at handling sparsely and irregularly sampled functional data when observation times are random for each subject. Conventional approaches, which are built upon functional principal components analysis, usually assume a homogeneous covariance structure across groups. Nonetheless, justifying this assumption in real-world scenarios can be challenging. To eliminate the need for a homogeneous covariance structure, we first develop the functional Bahadur representation for the mean estimator under the RKHS framework; this representation naturally leads to the desirable pointwise limiting distributions. Moreover, we establish weak convergence for the mean estimator, allowing us to construct a test statistic for the mean difference. Our method is easily implementable and outperforms some conventional tests in controlling type I errors across various settings. We demonstrate the finite sample performance of our approach through extensive simulations and two real-world applications.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2312.07727
رقم الأكسشن: edsarx.2312.07727
قاعدة البيانات: arXiv