Skip to main content
Log in

A k-Sample Test for Functional Data Based on Generalized Maximum Mean Discrepancy

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

Abstract

In this paper, we deal with the problem of testing the equality of k probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then we propose its estimator as a test statistic and derive its asymptotic distribution under the null hypothesis. Simulations show that the introduced procedure outperforms a classical one.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. J.G. Aghoukeng Jiofack and G.M. Nkiet, Testing for equality of means of a Hilbert space valued random variable, C. R., Math., Acad. Sci. Paris, 347(23–24):1429–1433, 2009.

  2. M. Benko,W. Härdle, and A. Kneip, Common functional principal components, Ann. Stat., 37(1):1–34, 2009.

    Article  MathSciNet  Google Scholar 

  3. A. Berg, T.L. McMurry, and D.N. Politis, Subsampling p-values, Stat. Probab. Lett., 80(17–18):1358–1364, 2010.

    Article  MathSciNet  Google Scholar 

  4. G. Boente, D. Rodriguez, and M. Sued, Testing equality between several populations covariance operators, Ann. Inst. Stat. Math., 70(4):919–950, 2018.

    Article  MathSciNet  Google Scholar 

  5. J.A. Cuesta-Albertos and M. Febrero-Bande, Multiway ANOVA for functional data, Test, 19(3):537–557, 2010.

    Article  MathSciNet  Google Scholar 

  6. A. Cuevas, M. Febrero, and R. Fraiman, An ANOVA test for functional data, Comput. Stat. Data Anal., 47(1):111–122, 2004.

    Article  MathSciNet  Google Scholar 

  7. F. Ferraty and P. Vieu, Nonparametric Functional Data Analysis: Theory and Practice, Springer, New York, 2006.

    MATH  Google Scholar 

  8. S. Fremdt, L. Horváth, P. Kokoszka, and J.G. Steinebach, Functional data analysis with increasing number of projections, J. Multivariate Anal., 124:313–332, 2014.

    Article  MathSciNet  Google Scholar 

  9. S. Fremdt, J.G. Steinebach, L. Horváth, and P. Kokoszka, Testing the equality of covariance operators in functional samples, Scand. J. Stat., 40(1):138–152, 2012.

    Article  MathSciNet  Google Scholar 

  10. A. Gretton, K.M. Borgwardt, M.J. Rasch, B. Schölkopf, and A. Smola, A kernel two-sample test, J. Mach. Learn. Res., 13:723–776, 2012.

    MathSciNet  MATH  Google Scholar 

  11. Z. Harchaoui, F. Bach, O. Cappé, and E. Moulines, Kernel-based methods for hypothesis testing: A unified view, IEEE Signal Process. Mag., 30:87–97, 2013.

    Article  Google Scholar 

  12. Z. Harchaoui, F. Bach, and E. Moulines, Testing for homogeneitywith kernel Fisher discriminant analysis, in J. Platt, D. Koller, Y. Singer, and S. Roweis (Eds.), Advances in Neural Information Processing Systems 20. Proceedings of the 2007 Conference, 2007, pp. 1–8.

  13. L. Horváth and P. Kokoszka, Inference for Functional Data with Applications, Springer, New York, 2012.

    Book  Google Scholar 

  14. L. Horváth, P. Kokoszka, and R. Reed, Estimation of the mean of functional time series and a two-sample problem, J. R. Stat. Soc., Ser. B, Stat. Methodol., 75(1):103–122, 2013.

    Article  MathSciNet  Google Scholar 

  15. D. Kraus and V.M. Panaretos, Dispersion operators and resistant second-order functional data analysis, Biometrika, 99(4):813–832, 2012.

    Article  Google Scholar 

  16. V.M. Panaretos, D. Kraus, and J.H. Maddocks, Second-order comparison of Gaussian random functions and the geometry of DNA minicircles, J. Am. Stat. Assoc., 105(490):670–682, 2010.

    Article  MathSciNet  Google Scholar 

  17. J.O. Ramsay and B.W. Silverman, Functional Data Analysis, Springer, New York, 2005.

    Book  Google Scholar 

  18. C. Zhang, H. Peng, and J.-T. Zhang, Two samples tests for functional data, Commun. Stat., Theory Methods, 39(4): 559–578, 2010.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guy Martial Nkiet.

Additional information

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Balogoun, A.S.K., Nkiet, G.M. & Ogouyandjou, C. A k-Sample Test for Functional Data Based on Generalized Maximum Mean Discrepancy. Lith Math J 62, 289–303 (2022). https://doi.org/10.1007/s10986-022-09572-x

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10986-022-09572-x

MSC

Keywords

Navigation