A test of significance in functional quadratic regression

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Publication:2435237

DOI10.3150/12-BEJ446zbMATH Open1457.62134arXiv1105.0014OpenAlexW2950329837MaRDI QIDQ2435237FDOQ2435237


Authors: Lajos Horváth, Ron Reeder Edit this on Wikidata


Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We develop a testing method which is based on projecting the observations onto a suitably chosen finite dimensional space using functional principal component analysis. The asymptotic behavior of our testing procedure is established. A simulation study shows that the testing procedure has good size and power with finite sample sizes. We then apply our test to a data set provided by Tecator, which consists of near-infrared absorbance spectra and fat content of meat.


Full work available at URL: https://arxiv.org/abs/1105.0014




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