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.
Exact tests for the means of Gaussian stochastic processes / A. Ghiglietti, A.M. Paganoni. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 131(2017 Dec), pp. 102-107. [10.1016/j.spl.2017.08.001]
Exact tests for the means of Gaussian stochastic processes
A. GhigliettiPrimo
;
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.
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