英文论文
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文献类型
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Journal article (JA)
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题名
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Model checks for functional linear regression models based on projected empirical processes
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作者
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Chen, Feifei; Jiang, Qing; Feng, Zhenghui; Zhu, Lixing
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作者单位
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[Chen, Feifei] Renmin Univ China, Sch Stat, Beijing, Peoples R China. [Jiang, Qing] Southwestern Univ Finance & Econ, Sch Stat, Chengdu, Peoples R China. [Feng, Zhenghui] Xiamen Univ, Sch Econ, Dept Stat, MOE Key Lab Econometr, Xiamen, Peoples R China. [Feng, Zhenghui] Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China. [Zhu, Lixing] Hong Kong Baptist Univ, Dept Math, Hong Kong, Peoples R China. [Zhu, Lixing] Beijing Normal Univ, Sch Stat, Beijing, Peoples R China.
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通讯作者地址
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Xiamen Univ, Sch Econ, Dept Stat, MOE Key Lab Econometr, Xiamen, Peoples R China.; Feng, ZH (reprint author), Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China.
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Email
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zhfengwise@xmu.edu.cn
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ResearchID
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ORCID
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期刊名称
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Computational Statistics and Data Analysis
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出版社
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Elsevier B.V.
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ISSN
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0167-9473
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出版信息
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2020-04, 144:-.
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JCR
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3
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影响因子
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1.681
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ISBN
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基金
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National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [11871409, 11671042, 11971064]; Humanity and Social Science Youth Foundation of Ministry of Education of China [18YJC910006]; Fundamental Research Funds for the Central Universities, ChinaFundamental Research Funds for the Central Universities [JBK1805004]; Joint Lab of Data Science and Business Intelligence at Southwestern University of Finance and Economics, China; University Grants Council of Hong Kong
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会议名称
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会议地点
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会议开始日期
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会议结束日期
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关键词
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Ergonomics; Monte Carlo methods; Regression analysis; Statistical tests
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摘要
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The goodness-of-fit testing for functional linear regression models with functional responses is studied. A residual-marked empirical process-based test is proposed. The test is projection-based, which can well circumvent the curse of dimensionality. The test is omnibus against any global alternative hypothesis as it integrates over all projection directions in the unit ball. The weak convergence of the test statistic under the null hypothesis is derived and it is shown that the proposed test can detect the local alternative hypotheses distinct from the null hypothesis at the fastest possible rate of order O(n(-1/2)). To reduce computational burden for critical value determination, a nonparametric Monte Carlo method is used, and simulation studies show the good performance of the proposed method in various scenarios. An ergonomics data set is analyzed for illustration. (C) 2019 Elsevier B.V. All rights reserved.
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一级学科
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Computer Science, Interdisciplinary Applications; Statistics & Probability
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WOS入藏号
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WOS:000515446200031
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EI收录号
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20195107876775
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DOI
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10.1016/j.csda.2019.106897
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ESI
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MATHEMATICS
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收录于
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SCIE, EI
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