Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866909591837605888 |
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| author | Hudecová, Šárka Hlubinka, Daniel Hlávka, Zdeněk |
| author_facet | Hudecová, Šárka Hlubinka, Daniel Hlávka, Zdeněk |
| contents | The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cramér von Mises comparisons of empirical characteristic functionals. The significance of the test statistic is evaluated via the novel multivariate permutation test, where the final single $p$-value is computed using the discrete optimal measure transport. The methodology is illustrated by real data on cumulative intraday returns of Bitcoin. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2504_17451 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test Hudecová, Šárka Hlubinka, Daniel Hlávka, Zdeněk Statistics Theory 62F03, 62F40, 62H15, 62P05 The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cramér von Mises comparisons of empirical characteristic functionals. The significance of the test statistic is evaluated via the novel multivariate permutation test, where the final single $p$-value is computed using the discrete optimal measure transport. The methodology is illustrated by real data on cumulative intraday returns of Bitcoin. |
| title | Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test |
| topic | Statistics Theory 62F03, 62F40, 62H15, 62P05 |
| url | https://arxiv.org/abs/2504.17451 |