Goodness-of-fit tests for functional linear models based on integrated projections

DOI10.1007/978-3-030-47756-1_15zbMATH Open1444.62154arXiv2008.09885OpenAlexW3098691406MaRDI QIDQ3300634FDOQ3300634

Authors: Eduardo García-Portugués, Javier Álvarez-Liébana, Gonzalo Álvarez-Pérez, Wenceslao González-Manteiga 

Publication date: 29 July 2020

Published in: Functional and High-Dimensional Statistics and Related Fields (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2008.09885

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zbMATH Keywords

functional linear models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Functional data analysis (62R10)

Cites Work

• Functional data analysis.
• Functional linear model
• Title not available (Why is that?)
• Functional linear regression via canonical analysis
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• Asymptotics of prediction in functional linear regression with functional outputs
• Smoothing splines estimators for functional linear regression
• Functional linear regression with functional response
• PCA-based estimation for functional linear regression with functional responses

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
• Goodness-of-fit tests for functional data
• goffda
• A goodness-of-fit test for the functional linear model with functional response
• 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
• Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
• Testing independence and goodness-of-fit jointly for functional linear models
• Model checks for functional linear regression models based on projected empirical processes

Uses Software

• fda (R)
• glmnet
• Rcpp
• fda.usc

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