Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence

DOI10.1007/s11749-023-00857-yzbMath1527.62030OpenAlexW4365515983MaRDI QIDQ6064237

Wenceslao González Manteiga, Manuel Febrero-Bande, Laura Freijeiro-González

Publication date: 12 December 2023

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-023-00857-y

zbMATH Keywords

significance testsfunctional concurrent modelcovariates selectionmartingale difference divergence (MDD)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Functional data analysis (62R10) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02)

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