Testing for the mean of random curves : a penalization approach - Archive ouverte HAL
Article Dans Une Revue Statistical Inference for Stochastic Processes Année : 2007

Testing for the mean of random curves : a penalization approach

Résumé

Let X 1 ; :::; X n be an i.i.d. sample of random curves, viewed as Hilbert space valued random elements, with mean curve m: An asymptotic test of m = m 0 vs m 6 = m 0 is proposed, when m 0 is a …xed known function. The test statistics converges under very mild assumptions and relies on the pseudo-inversion of the covariance operator (leading to a non standard inverse problem). The power against local alternatives is investigated.
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Dates et versions

hal-01817402 , version 1 (17-06-2018)

Identifiants

Citer

Andre Mas. Testing for the mean of random curves : a penalization approach. Statistical Inference for Stochastic Processes, 2007, 10 (2), pp.147 - 163. ⟨10.1007/s11203-005-0754-3⟩. ⟨hal-01817402⟩
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