Department of Statistics, UCLA
Test of Significance When Data Are Curves
- Author(s): Fan, Jianqing
- Lin, Sheng-Kuei
- et al.
With modern technology, massive data can easily be collected in a form of multiple sets of curves. New statistical challenge includes testing whether there is any statistically signi cant di erence among these sets of curves. In this paper, we propose some new tests for comparing two groups of curves based on the adaptive Neyman test and the wavelet thresholding techniques introduced in Fan (1996). We demonstrate that these tests inherit the properties outlined in Fan (1996) and they are simple and powerful for detecting di erences between two sets of curves. We then further generalize the idea to compare multiple sets of curves, resulting in an adaptive high-dimensional analysis of variance, called HANOVA. These newly developed techniques are illustrated by using a dataset on pizza commercial where observations are curves and an analysis of cornea topography in ophthalmology where images of individuals are observed. A simulation example is also presented to illustrate the power of the adaptive Neyman test.