Permutation Tests for Equality of Distributions of Functional Data

  title={Permutation Tests for Equality of Distributions of Functional Data},
  author={Federico A. Bugni and Joel L. Horowitz},
  journal={arXiv: Econometrics},
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 take place in continuous time. Data generated by a continuous time stochastic process are called functional data. This paper is concerned with comparing two or more stochastic processes that generate functional data. The data may be produced by a randomized experiment in which there are multiple… Expand

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Functional Data Analysis
  • H. Müller
  • Computer Science
  • International Encyclopedia of Statistical Science
  • 2011
An overview of FDA is provided, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is Functional Principal Component Analysis (FPCA), an important dimension reduction tool and in sparse data situations can be used to impute functional data that are sparsely observed. Expand