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. M., Exact tests for the means of Gaussian stochastic processes, <<STATISTICS & PROBABILITY LETTERS>>, 2017; 131 (N/A): 102-107. [doi:10.1016/j.spl.2017.08.001] [http://hdl.handle.net/10807/109393]

Exact tests for the means of Gaussian stochastic processes

Ghiglietti, Andrea
;
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.
Inglese
Ghiglietti, A., Paganoni, A. M., Exact tests for the means of Gaussian stochastic processes, <<STATISTICS & PROBABILITY LETTERS>>, 2017; 131 (N/A): 102-107. [doi:10.1016/j.spl.2017.08.001] [http://hdl.handle.net/10807/109393]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/109393
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