Minimax adaptive tests for the functional linear model
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Abstract: We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional Principal Component Analysis. Interestingly, the procedures are completely data-driven and do not require any prior knowledge on the smoothness of the slope nor on the smoothness of the covariate functions. The levels and powers against local alternatives are assessed in a nonasymptotic setting. This allows us to prove that these procedures are minimax adaptive (up to an unavoidable loglog n multiplicative term) to the unknown regularity of the slope. As a side result, the minimax separation distances of the slope are derived for a large range of regularity classes. A numerical study illustrates these theoretical results.
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Cited in
(34)- Estimation for Functional Single Index Models with Unknown Link Functions
- Adaptive minimax test of independence
- High-dimensional principal projections
- Two-sample inference for sparse functional data
- Hypothesis testing in large-scale functional linear regression
- Estimation of the Sobol indices in a linear functional multidimensional model
- Optimal eigen expansions and uniform bounds
- Testing for no effect in the spatial functional linear regression model
- Robust estimation in canonical correlation analysis for multivariate functional data
- F-type testing in functional linear models
- Thresholding mean test for functional data with power enhancement
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates
- Hypothesis testing for points of impact in functional linear regression
- Asynchronous Functional Linear Regression Models for Longitudinal Data in Reproducing Kernel Hilbert Space
- Minimax adaptive tests for the functional linear model
- On the validity of the bootstrap hypothesis testing in functional linear regression
- Relative perturbation bounds with applications to empirical covariance operators
- Testing linear operator constraints in functional response regression with incomplete response functions
- Bayesian estimation of the functional spatial lag model
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
- Statistical inference for function-on-function linear regression
- Testing for lack-of-fit in functional regression models against general alternatives
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- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
- Nonparametric inference in generalized functional linear models
- Classical testing in functional linear models
- Statistical inference for the slope parameter in functional linear regression
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