Minimax adaptive tests for the functional linear model

DOI10.1214/13-AOS1093zbMATH Open1267.62059arXiv1206.1194MaRDI QIDQ355113FDOQ355113

Authors: André Mas, Nadine Hilgert, Nicolas Verzelen 

Publication date: 24 July 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1206.1194

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zbMATH Keywords

eigenfunctionsmultiple testinggoodness-of-fitprincipal components analysisadaptive testingfunctional linear regressionminimax hypothesis testingellipsoidminimax separation rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

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Cited In (33)

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• Estimation of the Sobol indices in a linear functional multidimensional model
• Estimation for Functional Single Index Models with Unknown Link Functions
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Uses Software

• R

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