In this paper some useful mathematical tools for the analysis of functional data are applied to the problem of testing the equality of two covariance operators. The test to be used is derived from a univariate likelihood ratio test in conjunction with Roy’s union-intersection principle. The asymptotic distribution and asymptotic power against rather general local alternatives are calculated. Perturbation theory of operators, in particular, a delta-method for smooth functions of operators, is exploited to obtain these theoretical results that are corroborated by some simulations.
Read full abstract