Structural test in regression on functional variables
Structural test in regression on functional variables
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DOI：
10.1016/j.jmva.2010.10.003
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发表时间：
2011-03
期刊：
影响因子：
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通讯作者：
L. Delsol;F. Ferraty;P. Vieu
中科院分区：
文献类型：
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作者：
L. Delsol;F. Ferraty;P. Vieu
许多论文涉及多元回归中的结构检验过程。最近，各种估计已被提出的回归模型，涉及功能解释变量。由于这些新的估计，我们提出了一个理论框架的结构测试程序适应功能回归。本文介绍的程序是创新的，使以前的作品之间的联系功能回归和其他结构测试程序在多元回归。我们证明渐近性质的水平和权力，我们的程序在一般假设下，涵盖了大范围的可能的应用：测试没有影响，线性，降维，.
Many papers deal with structural testing procedures in multivariate regression. More recently, various estimators have been proposed for regression models involving functional explanatory variables. Thanks to these new estimators, we propose a theoretical framework for structural testing procedures adapted to functional regression. The procedures introduced in this paper are innovative and make the link between former works on functional regression and others on structural testing procedures in multivariate regression. We prove asymptotic properties of the level and the power of our procedures under general assumptions that cover a large scope of possible applications: tests for no effect, linearity, dimension reduction, …