Goodness-of-fit tests for functional linear models based on integrated projections
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Publication:3300634
Abstract: Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with functional response that neatly adapts to functional/scalar responses/predictors. In particular, the new goodness-of-fit test extends a previous proposal for scalar response. The test statistic is based on a convenient regularized estimator, is easy to compute, and is calibrated through an efficient bootstrap resampling. A graphical diagnostic tool, useful to visualize the deviations from the model, is introduced and illustrated with a novel data application. The R package goffda implements the proposed methods and allows for the reproducibility of the data application.
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Cited in
(11)- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model
- Recursive nonparametric regression estimation for dependent strong mixing functional data
- goffda
- Goodness-of-fit tests for functional data
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- Projection pursuit based tests of normality with functional data
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- A review of goodness-of-fit tests for models involving functional data
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