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- Title
Random projections and goodness-of-fit tests in infinite-dimensional spaces.
- Authors
Cuesta-Albertos, Juan; Fraiman, Ricardo; Ransford, Thomas
- Abstract
In this paper we provide conditions under which a distribution is determined by just one randomly chosen projection. Thenweapply our results to construct goodness-of-fit tests for the one and two-sample problems. We include some simulations as well as the application of our results to a real data set. Our results are valid for every separable Hilbert space.
- Subjects
RANDOM projection method; HILBERT space; RANDOM fields; STATISTICAL hypothesis testing; GOODNESS-of-fit tests; SPACES of measures
- Publication
Bulletin of the Brazilian Mathematical Society, 2006, Vol 37, Issue 4, p477
- ISSN
1678-7544
- Publication type
Article
- DOI
10.1007/s00574-006-0023-0