Page 1

Displaying 1 – 10 of 10

Showing per page

A homogeneity test of large dimensional covariance matrices under non-normality

M. Rauf Ahmad (2018)

Kybernetika

A test statistic for homogeneity of two or more covariance matrices is presented when the distributions may be non-normal and the dimension may exceed the sample size. Using the Frobenius norm of the difference of null and alternative hypotheses, the statistic is constructed as a linear combination of consistent, location-invariant, estimators of trace functions that constitute the norm. These estimators are defined as U -statistics and the corresponding theory is exploited to derive the normal limit...

A one-way ANOVA test for functional data with graphical interpretation

Tomáš Mrkvička, Mari Myllymäki, Milan Jílek, Ute Hahn (2020)

Kybernetika

A new functional ANOVA test, with a graphical interpretation of the result, is presented. The test is an extension of the global envelope test introduced by Myllymäki et al. (2017, Global envelope tests for spatial processes, J. R. Statist. Soc. B 79, 381-404, doi: 10.1111/rssb.12172). The graphical interpretation is realized by a global envelope which is drawn jointly for all samples of functions. If a mean function computed from the empirical data is out of the given envelope, the null hypothesis...

Currently displaying 1 – 10 of 10

Page 1