Testing conditional mean independence for functional data

DOI10.1093/BIOMET/ASZ070MaRDI QIDQ5113014zbMATH OpenOpenAlexFDO

Authors

Publication date 9 June 2020

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asz070

zbMATH Keywords

functional datanonlinear dependenceU-statisticwild bootstrap

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Functional data analysis (62R10)

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Cited in

(27)

• A faster U-statistic for testing independence in the functional linear models
• A review of goodness-of-fit tests for models involving functional data
• Trinity tests of functions for conditional moment models
• Testing for the significance of functional covariates
• Testing independence of functional variables by angle covariance
• A kernel-based measure for conditional mean dependence
• Testing Functional Connection between Two Random Variables
• Quantile Martingale Difference Divergence for Dimension Reduction
• SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
• A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity
• White noise testing for functional time series
• General tests of conditional independence based on empirical processes indexed by functions
• A projection-based diagnostic test for generalized functional regression models
• Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
• Testing the significance of covariates in nonparametric regression without the curse of dimensionality
• Local influence detection of conditional mean dependence
• A general association test for high-dimensional random vectors
• Testing conditional quantile independence with functional covariate
• Mean dimension reduction and testing for nonparametric tensor response regression
• Testing mean independence with functional covariate
• A fast algorithm for computing martingale difference correlation
• Testing independence for sparse longitudinal data
• Asymptotic normality for kernel-based test of conditional mean independence in Hilbert space
• Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
• Variation of conditional mean and its application in ultrahigh dimensional feature screening
• Association and independence test for random objects
• Energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions

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