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Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces

Abstract: Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable to spaces of any dimension, for instance, multivariate and functional. Liu and Singh (1993) presented a multivariate two-sample test based on depth-ranks. We dedicate this paper to improving the power of the associated test statistic and incorporating its applicability to functional data. In doing so, we obtain a more natural test statistic that is symmetric in both samples. We derive the null asymptotic of the proposed test statistic, also proving the validity of the testing procedure for functional data. Finally, the finite sample performance of the test for functional data is illustrated by means of a simulation study and a real data analysis on annual temperature curves of ocean drifters is executed.

 Fuente: Electronic Journal of Statistics, 2024, 18(2), 3021-3106

 Editorial: Institute of Mathematical Statistics and Bernoulli Society

 Año de publicación: 2024

 Nº de páginas: 86

 Tipo de publicación: Artículo de Revista

 DOI: 10.1214/24-EJS2250

 ISSN: 1935-7524

 Proyecto español: PID2022-139237NB-I00

 Url de la publicación: https://doi.org/10.1214/24-EJS2250

Autoría

GNETTNER, FELIX

CLAUDIA KIRCH