Publication Results

Code: 49/2015
Title: Statistical inference for stochastic processes: two sample hypothesis tests
Date: Wednesday 30th September 2015
Author(s) : Ghiglietti, A.; Ieva, F.; Paganoni, A.m.
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Abstract: In this paper, we present inferential procedures to compare the means of two samples of functional data. The proposed tests are based on a suitable generalization of Mahalanobis distance to the Hibert space of square integrable function defined on a compact interval. We do not require any specific distributional assumption on the processes generating the data. Test procedures are proposed for both the cases of known and unknown variance-covariance structures, and asymptotic properties of test statistics are deeply studied. A simulation study together with a real case data analysis are also presented.

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Accepted for publication: "Journal of Statistical Planning and Inference" doi: 10.1016/j.jspi.2016.08.004 (2016)