Testing in mixed-effects FANOVA models

被引:43
作者
Abramovich, Felix [1 ]
Angelini, Claudia
机构
[1] Tel Aviv Univ, Dept Stat & Operat Res, Tel Aviv, Israel
[2] CNR, Ist Applicaz Calcolo Mauro Picone, Sez Napoli, Ricerche, Italy
关键词
Besov spaces; functional analysis of variance; functional hypothesis testing; mixed effects; wavelets;
D O I
10.1016/j.jspi.2005.06.002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the testing problem in the mixed-effects functional analysis of variance models. We develop asymptotically optimal (minimax) testing procedures for testing the significance of functional global trend and the functional fixed effects based on the empirical wavelet coefficients of the data. Wavelet decompositions allow one to characterize various types of assumed smoothness conditions on the response function under the nonparametric alternatives. The distribution of the functional random-effects component is defined in the wavelet domain and captures the sparseness of wavelet representation for a wide variety of functions. The simulation study presented in the paper demonstrates the finite sample properties of the proposed testing procedures. We also applied them to the real data from the physiological experiments. (c) 2005 Elsevier B.V. All rights reserved.
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页码:4326 / 4348
页数:23
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