A statistical test for the hypothesis of Gaussian random function

Shun Matsuura, Haruka Yamashita, Kimberly K.J. Kinateder

研究成果: Article査読

抄録

A Gaussian random function is a functional version of the normal distribution. This paper proposes a statistical hypothesis test to test whether or not a random function is a Gaussian random function. A parameter that is equal to 0 under Gaussian random function is considered, and its unbiased estimator is given. The asymptotic distribution of the estimator is studied, which is used for constructing a test statistic and discussing its asymptotic power. The performance of the proposed test is investigated through several numerical simulations. An illustrative example is also presented.

本文言語English
ページ(範囲)801-817
ページ数17
ジャーナルStatistics
52
4
DOI
出版ステータスPublished - 2018 7 4

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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