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Goodness-of-Fit Testing for the Error Distribution in Functional Linear Models

Natalie Neumeyer () and Leonie Selk ()
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Natalie Neumeyer: University of Hamburg, Faculty of Mathematics, Informatics and Natural Sciences, Department of Mathematics
Leonie Selk: University of Hamburg, Faculty of Mathematics, Informatics and Natural Sciences, Department of Mathematics

Chapter Chapter 16 in Asymptotic and Methodological Statistics, 2026, pp 317-341 from Springer

Abstract: Abstract We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on estimated residuals under different model assumptions are discussed. The results are applied for simple and composite goodness-of-fit testing for the error distribution, in particular testing for normal distribution.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-032-07178-1_16

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DOI: 10.1007/978-3-032-07178-1_16

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