Testing for the mean of random curves : a penalization approach - Archive ouverte HAL Accéder directement au contenu
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.
Fichier principal
Vignette du fichier
Testcurvf.pdf (173.08 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

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⟩
24 Consultations
108 Téléchargements

Altmetric

Partager

Gmail Mastodon Facebook X LinkedIn More