多元函数数据的几个协方差矩阵函数的相等性检验

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-10-06 DOI:10.1016/j.jmva.2023.105243

Zhiping Qiu , Jiangyuan Fan , Jin-Ting Zhang , Jianwei Chen

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引用次数: 0

摘要

在许多科学领域中经常观察到多变量函数数据。本文研究了多元函数数据的多样本等协方差矩阵函数检验问题。提出并研究了两种新的测试方法。研究了在零假设和局部替代条件下这两个检验的渐近性质。介绍了两种近似检验统计量零分布的方法。结果表明，这两个测试是root-n一致的。进行了两次模拟研究，以评估所提出测试的有限样本性能。最后，通过对三个真实的多元函数数据集的应用，说明了这两个检验。

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Tests for equality of several covariance matrix functions for multivariate functional data

Multivariate functional data are often observed in many scientific fields. This paper considers a multi-sample equal-covariance matrix function testing problem for multivariate functional data. Two new tests are proposed and studied. The asymptotic properties of the two tests under the null hypothesis and a local alternative are investigated. Two methods for approximating the null distributions of the test statistics are described. It is shown that the two tests are root- $n$ consistent. Two simulation studies are conducted to evaluate the finite sample performance of the proposed tests. Finally, the two tests are illustrated via applications to three real multivariate functional data sets.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.