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- W2952393671 abstract "In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study if this assumption holds before making other inferences. In this paper, we develop a test for comparing covariance operators of several functional data samples. The proposed test is based on the Hilbert--Schmidt norm of the difference between estimated covariance operators. In particular, when dealing with two populations, the tests statistic is just the squared norm of the difference between the two covariance operators estimators. The asymptotic behaviour of the test statistic under the null and under local alternatives is obtained. Since the statistic null asymptotic distribution does not allow to obtain easily its quantiles, a bootstrap procedure to compute the critical values is considered. The performance of the test statistics for small sample sizes is illustrated through a Monte Carlo study." @default.
- W2952393671 created "2019-06-27" @default.
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- W2952393671 date "2014-04-28" @default.
- W2952393671 modified "2023-09-27" @default.
- W2952393671 title "Testing equality between several populations covariance operators" @default.
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