English
Related papers

Related papers: Hypothesis Testing for Functional Linear Models vi…

200 papers

Equivalence testing for scalar data has been well addressed in the literature, however, the same cannot be said for functional data. The resultant complexity from maintaining the functional structure of the data, rather than using a scalar…

Applications · Statistics 2015-03-05 Colin B. Fogarty , Dylan S. Small

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu

Sparse functional data arise when measurements are observed infrequently and at irregular time points for each subject, often in the presence of measurement error. These characteristics introduce additional challenges for functional…

Methodology · Statistics 2026-03-20 Uche Mbaka , Jiguo Cao , Michelle Carey

We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…

Statistics Theory · Mathematics 2008-10-23 Alexander Aue , Lajos Horváth , Marie Hušková , Piotr Kokoszka

Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…

Methodology · Statistics 2022-05-11 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…

Statistics Theory · Mathematics 2010-01-12 Song Xi Chen , Ingrid Van Keilegom

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…

Computation · Statistics 2018-11-06 J. Martin van Zyl

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

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

This paper proposes a Kolmogorov-Smirnov type statistic and a Cram\'er-von Mises type statistic to test linearity in semi-functional partially linear regression models. Our test statistics are based on a residual marked empirical process…

Statistics Theory · Mathematics 2022-12-02 Yongzhen Feng , Jie Li , Xiaojun Song

This paper addresses the problem of providing robust estimators under a functional logistic regression model. Logistic regression is a popular tool in classification problems with two populations. As in functional linear regression,…

Methodology · Statistics 2023-08-16 Graciela Boente , Marina Valdora

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…

Statistics Theory · Mathematics 2021-06-29 Anne Leucht , Efstathios Paparoditis , Daniel Rademacher , Theofanis Sapatinas

We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and for the tapered block bootstrap, and show…

Statistics Theory · Mathematics 2019-10-24 Dimitrios Pilavakis , Efstathios Paparoditis , Theofanis Sapatinas

There is a fundamental disconnect between what is tested in a model adequacy test, and what we would like to test. The usual approach is to test the null hypothesis "Model M is the true model." However, Model M is never the true model. A…

Methodology · Statistics 2016-08-23 Toby Kenney , Hong Gu

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur