×

Nonparametric comparison of cumulative periodograms. (English) Zbl 0825.62465

Summary: Motivated by a problem in the analysis of hormonal time series data, this paper proposes a simple graphical method for comparing two periodograms and describes a new nonparametric approach to testing the hypothesis that the two underlying spectra are the same. Simulation studies show that the new test has power characteristics that are competitive with existing procedures. The relative merits of nonparametric and semiparametric tests are discussed.

MSC:

62G10 Nonparametric hypothesis testing
62P10 Applications of statistics to biology and medical sciences; meta analysis
PDFBibTeX XMLCite
Full Text: DOI