Tests for error correlation in the functional linear model
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Cited in
(38)- Estimation in functional lagged regression
- A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
- Test for the mean of high-dimensional functional time series
- Restricted likelihood ratio tests for linearity in scalar-on-function regression
- Testing linearity in functional partially linear models
- Inference on volatility curve at high frequencies via functional data analysis
- A two sample test based on U-statistic for functional data
- Dependent functional data
- Testing stationarity of functional time series
- Regularised forecasting via smooth-rough partitioning of the regression coefficients
- White noise testing for functional time series
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- White noise testing and model diagnostic checking for functional time series
- Regression models with correlated errors based on functional random design
- Testing for error correlation in semi-functional linear models
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Empirical properties of forecasts with the functional autoregressive model
- Functional interaction-based nonlinear models with application to multiplatform genomics data
- Estimation of functional ARMA models
- scientific article; zbMATH DE number 5847035 (Why is no real title available?)
- Testing the equality of covariance operators in functional samples
- Inference for the lagged cross-covariance operator between functional time series
- A test for heteroscedasticity in functional linear models
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
- A faster U-statistic for testing independence in the functional linear models
- Fourier analysis of stationary time series in function space
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- A bootstrap-based KPSS test for functional time series
- Randomized test of mean function for high-frequency functional data
- scientific article; zbMATH DE number 3848459 (Why is no real title available?)
- Testing for error correlation in partially functional linear regression models
- Consistency of the mean and the principal components of spatially distributed functional data
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Convergence of nonparametric functional regression estimates with functional responses
- Fourier-type tests of mutual independence between functional time series
- Test of independence for functional data
- Optimal prediction for additive function-on-function regression
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