Goodness-of-fit testing for the error distribution in functional linear models
Methodology
2025-12-01 v1
Abstract
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on estimated residuals under different model assumptions are discussed. The results are applied for simple and composite goodness-of-fit testing for the error distribution, in particular testing for normal distribution.
Cite
@article{arxiv.2511.23137,
title = {Goodness-of-fit testing for the error distribution in functional linear models},
author = {Natalie Neumeyer and Leonie Selk},
journal= {arXiv preprint arXiv:2511.23137},
year = {2025}
}
Comments
This article is part of a Festschrift in honor of Marie Hu\v{s}kov\'a (title of the Festschrift: Asymptotic and Methodological Statistics)