Goodness-of-fit tests for functional data

DOI10.1111/j.1368-423X.2008.00266.xzbMath1182.62096OpenAlexW1997638740MaRDI QIDQ3406050

George R. Neumann, Federico A. Bugni, Joel L. Horowitz

Publication date: 12 February 2010

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00266.x

zbMATH Keywords

bootstraphypothesis testingfunctional data analysisCramér-von Mises testequilibrium search model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (15)

Nonparametric density estimation for intentionally corrupted functional data ⋮ SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA ⋮ A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA ⋮ A consistent goodness-of-fit test for huge dimensional and functional data ⋮ Nonparametric regression for locally stationary functional time series ⋮ Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA ⋮ Two-sample testing for mean functions with incompletely observed functional data ⋮ A new way for ranking functional data with applications in diagnostic test ⋮ The spatial distribution in infinite dimensional spaces and related quantiles and depths ⋮ Projection pursuit based tests of normality with functional data ⋮ Fourier-type tests of mutual independence between functional time series ⋮ Testing marginal homogeneity in Hilbert spaces with applications to stock market returns ⋮ A review of goodness-of-fit tests for models involving functional data

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