Nonparametric testing for no-effect with functional responses and functional covariates
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Publication:6235564
arXiv1209.2085MaRDI QIDQ6235564FDOQ6235564
Authors: Valentin Patilea, César Sánchez-Sellero, Matthieu Saumard 
Publication date: 10 September 2012
Abstract: This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost surely zero or not, without imposing any model relating response and covariate. The covariate could be univariate, multivariate or functional. Our test statistic is a quadratic form involving univariate nearest neighbor smoothing and the asymptotic critical values are given by the standard normal law. When the covariate is multidimensional or functional, a preliminary dimension reduction device is used which allows the effect of the covariate to be summarized into a univariate random quantity. The test is able to detect not only linear but nonparametric alternatives. The responses could have conditional variance of unknown form and the law of the covariate does not need to be known. An empirical study with simulated and real data shows that the test performs well in applications.
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
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