This paper investigates the inferential properties of testing the means of Gaussian functional data, using a Mahalanobis type distance for Hilbert spaces. We establish the analytic power of exact and asymptotic tests, for the known and unknown covariance case, respectively.

Ghiglietti, A., Paganoni, A. (2017). Exact tests for the means of Gaussian stochastic processes. STATISTICS & PROBABILITY LETTERS, 131(December 2017), 102-107 [10.1016/j.spl.2017.08.001].

Exact tests for the means of Gaussian stochastic processes

Ghiglietti, A
;
2017

Abstract

This paper investigates the inferential properties of testing the means of Gaussian functional data, using a Mahalanobis type distance for Hilbert spaces. We establish the analytic power of exact and asymptotic tests, for the known and unknown covariance case, respectively.
No
Articolo in rivista - Articolo scientifico
Scientifica
Distances in L2; Functional data; Gaussian processes; Inference on the mean; Power of exact tests;
English
102
107
6
Ghiglietti, A., Paganoni, A. (2017). Exact tests for the means of Gaussian stochastic processes. STATISTICS & PROBABILITY LETTERS, 131(December 2017), 102-107 [10.1016/j.spl.2017.08.001].
Ghiglietti, A; Paganoni, A
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/391728
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