An inferential approach for domain selection and profile monitoring
of functional data
Alessia Pini
Inference for functional data is currently approached in two
different ways: global inference aiming at testing functional
hypotheses over the entire domain, and local inference aiming at
selecting domain subsets responsible for the rejection of a null
hypothesis.
In the local setting, a p-value can be computed at every point of
the domain, obtaining an unadjusted p-value function, which controls
only pointwise the probability of type I error: for all points, the
probability of type I error is controlled, but the probability of
committing at least one type I error (i.e., the the so-called
familywise error rate - FWER) is not. The unadjusted p-value
function cannot be used for domain selection purposes.
To deal with this problem, a non-parametric technique to adjust the
p-value function is presented. The technique is provided with a
control of the family wise error rate on domain intervals, and
allows to perform domain selection. Several types of tests can be
performed with this technique: for instance, functional t-test,
tests on the parameters of functional ANOVA, function-on-scalar
linear models. Finally, the technique can be used for supervised
profile monitoring, improving the statistical performances of the
monitoring techniques.