Goodness-of-fit tests for functional data

DOI10.1111/j.1368-423X.2008.00266.xzbMath1182.62096OpenAlexW1997638740MaRDI QIDQ3406050

George R. Neumann, Federico A. Bugni, Hall, Peter, Joel L. Horowitz

Publication date: 12 February 2010

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00266.x

zbMATH Keywords

bootstraphypothesis testingfunctional data analysisCramér-von Mises testequilibrium search model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items

Nonparametric density estimation for intentionally corrupted functional data, SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA, A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA, A consistent goodness-of-fit test for huge dimensional and functional data, Nonparametric regression for locally stationary functional time series, Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach, Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations, SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA, Two-sample testing for mean functions with incompletely observed functional data, A new way for ranking functional data with applications in diagnostic test, The spatial distribution in infinite dimensional spaces and related quantiles and depths, Projection pursuit based tests of normality with functional data, Fourier-type tests of mutual independence between functional time series, Testing marginal homogeneity in Hilbert spaces with applications to stock market returns, A review of goodness-of-fit tests for models involving functional data

Cites Work

• Unnamed Item
• Functional linear regression analysis for longitudinal data
• Random projections and goodness-of-fit tests in infinite-dimensional spaces
• On the performance of nonparametric specification tests in regression models
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
• The random projection method in goodness of fit for functional data
• A central limit theorem under contiguous alternatives
• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• Kernel-based functional principal components
• Applied functional data analysis. Methods and case studies
• Functional canonical analysis for square integrable stochastic processes
• Functional data analysis in electronic commerce research
• Data-driven rate-optimal specification testing in regression models
• Functional data analysis.
• Weak convergence of the sample distribution function when parameters are estimated
• CONSISTENT MODEL SPECIFICATION TESTS
• A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
• Permutation tests for equality of distributions in high-dimensional settings
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• On Properties of Functional Principal Components Analysis
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Convergence of stochastic processes