Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes. We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals over the projected process, resulting in computationally efficient tests that exhibit root-n convergence rates and circumvent the curse of dimensionality. The weak convergence of the empirical process is obtained conditionally on a random direction, whilst the almost surely equivalence between the testing for significance expressed on the original and on the projected functional covariate is proved. The computation of the test in practice involves calibration by wild bootstrap resampling and the combination of several p-values, arising from different projections, by means of the false discovery rate method. The finite sample properties of the tests are illustrated in a simulation study for a variety of linear models, underlying processes, and alternatives. The software provided implements the tests and allows the replication of simulations and data applications.
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References in zbMATH (referenced in 8 articles , 1 standard article )
Showing results 1 to 8 of 8.
- Navarro-Esteban, P.; Cuesta-Albertos, J. A.: High-dimensional outlier detection using random projections (2021)
- Shi, Gongming; Du, Jiang; Sun, Zhihua; Zhang, Zhongzhan: Checking the adequacy of functional linear quantile regression model (2021)
- Chen, Feifei; Jiang, Qing; Feng, Zhenghui; Zhu, Lixing: Model checks for functional linear regression models based on projected empirical processes (2020)
- Delsol, Laurent; Goia, Aldo: Testing a specification form in single functional index model (2020)
- Patilea, Valentin; Sánchez-Sellero, César: Testing for lack-of-fit in functional regression models against general alternatives (2020)
- Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe: Recent advances in functional data analysis and high-dimensional statistics (2019)
- Cuesta-Albertos, Juan A.; García-Portugués, Eduardo; Febrero-Bande, Manuel; González-Manteiga, Wenceslao: Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (2019)
- Febrero-Bande, Manuel; Galeano, Pedro; González-Manteiga, Wenceslao: Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random (2019)