Sign, Wilcoxon and Mann-Whitney tests are nonparametric methods in one or two-sample problems. The nonparametric methods are alternatives used for testing hypothesis when the standard methods based on the Gaussianity assumption are not suitable to be applied. Recently, the functional data analysis (FDA) has gained relevance in statistical modeling. In FDA, each observation is a curve or function which usually is a realization of a stochastic process. In the literature of FDA, several methods have been proposed for testing hypothesis with samples coming from Gaussian processes. However, when this assumption is not realistic, it is necessary to utilize other approaches. Clustering and regression methods, among others, for non-Gaussian functional data have been proposed recently. In this paper, we propose extensions of the sign, Wilcoxon and Mann-Whitney tests to the functional data context as methods for testing hypothesis when we have one or two samples of non-Gaussian functional data. We use random projections to transform the functional problem into a scalar one, and then we proceed as in the standard case. Based on a simulation study, we show that the proposed tests have a good performance. We illustrate the methodology by applying it to a real data set.
1 June 2016 in Stochastic Environmental Research and Risk Assessment
Cokriging is a geostatistical technique that is used for spatial prediction when realizations of a random field are available. If a secondary variable is cross-correlated with the primary variable, both variables may be employed for prediction by means of cokriging. In this work, we propose a predictive model that is based on cokriging when the secondary variable is functional. As in the ordinary cokriging, a co-regionalized linear model is needed in order to estimate the corresponding auto-correlations and cross-correlations. The proposed model is utilized for predicting the environmental pollution of particulate matter when considering wind speed curves as functional secondary variable.