PERMUTATION TESTS FOR EQUALITY OF DISTRIBUTIONS OF FUNCTIONAL DATA
نویسندگان
چکیده
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption time. Data a time process called functional data. This paper is concerned with comparing two or more generate The be produced randomized experiment which there multiple treatments. presents test of the hypothesis same generates all In contrast to existing methods, described here applies both presented as permutation test, ensures finite sample, true nominal probabilities rejecting correct null equal. also asymptotic distribution statistic under alternative hypotheses. results Monte Carlo experiments an application on billing pricing natural illustrate usefulness test.
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WEN-XIN ZHOU1,2,* , CHAO ZHENG2,** and ZHEN ZHANG3 1Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA. E-mail: *[email protected] 2School of Mathematics and Statistics, University of Melbourne, Parkville, VIC 3010, Australia. E-mail: **[email protected] 3Department of Statistics, University of Chicago, Chicago, IL 60637,...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2021
ISSN: ['1099-1255', '0883-7252']
DOI: https://doi.org/10.1002/jae.2846