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Activity Number: 294
Type: Contributed
Date/Time: Tuesday, July 31, 2007 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #309666
Title: Portmanteau Test of Independence for Functional Observations
Author(s): Robertas Gabrys*+ and Piort Kokoszka
Companies: Utah State University and Utah State University
Address: Department of Mathematics and Statistics, Logan, UT, 84322,
Keywords: Functional Observations ; Functional Principal Component Analysis ; Independence Test
Abstract:

We proposed a chi-squared test for independence and identical distribution of functional observations. Asymptotic theory based on functional principal components expansions and Hilbert space techniques is developed. In a simulation study, the test is shown to have good empirical size and power. Its application is illustrated on two data sets: credit card sales activity and geomagnetic records.

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Revised September, 2007