Random projections and goodness-of-fit tests in infinite-dimensional spaces

DOI10.1007/S00574-006-0023-0MaRDI QIDQ870465zbMATH OpenOpenAlexWikidataFDO

Authors Juan Antonio Cuesta-Albertos, Ricardo Fraiman, Thomas J. Ransford

Publication date 12 March 2007

Published in Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00574-006-0023-0

zbMATH Keywords

Hilbert spacesKolmogorov-Smirnov projected testsingle null hypothesistwo samplesCramér-Wold theorem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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• Testing normality of a large number of populations
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• Projection pursuit based tests of normality with functional data
• On visual distances for spectrum-type functional data
• The Tukey and the random Tukey depths characterize discrete distributions
• Hotelling's \(T^2\) in separable Hilbert spaces
• Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
• A review of goodness-of-fit tests for models involving functional data
• A consistent test of equality of distributions for Hilbert-valued random elements
• Quantiles for finite and infinite dimensional data

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