Testing model assumptions in functional regression models

Axel Bücher, Holger Dette and Gabriele Wieczorek

Journal of Multivariate Analysis, 2011, vol. 102, issue 10, 1472-1488

Abstract: In the functional regression model where the responses are curves, new tests for the functional form of the regression and the variance function are proposed, which are based on a stochastic process estimating L2-distances. Our approach avoids the explicit estimation of the functional regression and it is shown that normalized versions of the proposed test statistics converge weakly. The finite sample properties of the tests are illustrated by means of a small simulation study. It is also demonstrated that for small samples, bootstrap versions of the tests improve the quality of the approximation of the nominal level.

Keywords: Goodness-of-fit; tests; Functional; data; Parametric; bootstrap; Tests; for; heteroscedasticity (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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