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We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

Statistics Theory · Mathematics 2020-04-28 Holger Dette , Kevin Kokot

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…

Statistics Theory · Mathematics 2022-06-24 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet , Alban Mbina Mbina

We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…

Methodology · Statistics 2019-12-16 Rahul Ghosal , Arnab Maity

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift…

Methodology · Statistics 2017-06-23 Maria Franco-Villoria , Rosaria Ignaccolo

While there exists several inferential methods for analyzing functional data in factorial designs, there is a lack of statistical tests that are valid (i) in general designs, (ii) under non-restrictive assumptions on the data generating…

Methodology · Statistics 2023-06-28 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga , Jin-Ting Zhang

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction…

Statistics Theory · Mathematics 2015-06-18 Sokbae Lee , Kyungchul Song , Yoon-Jae Whang

In this paper, we characterize several classes of continuous radial basis functions that can be employed to determine whether a interaction of a probability is zero or not. These functions encompass standard independence tests but also the…

Classical Analysis and ODEs · Mathematics 2024-07-10 Jean Carlo Guella

In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…

Methodology · Statistics 2021-07-07 Ruby Anne E. Lemence , Erniel B. Barrios

This article studies global testing of the slope function in functional linear regression model in the framework of reproducing kernel Hilbert space. We propose a new testing statistic based on smoothness regularization estimators. The…

Statistics Theory · Mathematics 2021-10-13 Jianjun Xu , Wenquan Cui

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

Statistics Theory · Mathematics 2015-05-28 Mélisande Albert , Yann Bouret , Magalie Fromont , Patricia Reynaud-Bouret

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

This paper provides a specification test for semiparametric models with nonparametrically generated regressors. Such variables are not observed by the researcher but are nonparametrically identified and estimable. Applications of the test…

Econometrics · Economics 2023-10-26 Elia Lapenta

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Methodology · Statistics 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Machine Learning · Statistics 2016-10-18 Wittawat Jitkrittum , Zoltan Szabo , Arthur Gretton

We develop theoretical finite-sample results concerning the size of wild bootstrap-based heteroskedasticity robust tests in linear regression models. In particular, these results provide an efficient diagnostic check, which can be used to…

Statistics Theory · Mathematics 2023-08-17 Benedikt M. Pötscher , David Preinerstorfer

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive…

Machine Learning · Statistics 2016-09-28 Kacper Chwialkowski , Dino Sejdinovic , Arthur Gretton

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the classical CUSUM test. For this aim, the Wilcoxon two-sample test…

Statistics Theory · Mathematics 2023-06-06 Lea Wegner , Martin Wendler

Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…

Statistics Theory · Mathematics 2025-09-12 Yunyi Zhang