Motivated by checking the linearity assumption in the regression model with functional covariate and real response in the case of dependent data, a new test for the single functional index model is introduced. The critical region of the test is derived by a bootstrap procedure. The finite sample performances of the test are evaluated by a simulation study and an application in the framework of functional time series forecasting is performed.
Testing linearity in the single functional index model for dependent data
Kwo Lik Chan
;Aldo Goia
In corso di stampa
Abstract
Motivated by checking the linearity assumption in the regression model with functional covariate and real response in the case of dependent data, a new test for the single functional index model is introduced. The critical region of the test is derived by a bootstrap procedure. The finite sample performances of the test are evaluated by a simulation study and an application in the framework of functional time series forecasting is performed.File in questo prodotto:
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