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zbMATH Open
Article . 2024
Data sources: zbMATH Open
Statistica Sinica
Article . 2024 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2022
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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An Rkhs Approach for Pivotal Inference in Functional Linear Regression

An RKHS approach for pivotal inference in functional linear regression
Authors: Dette, Holger; Tang, Jiajun;

An Rkhs Approach for Pivotal Inference in Functional Linear Regression

Abstract

We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the exact nullity of the slope function, we are interested in the null hypothesis that the slope function vanishes only approximately, where deviations are measured with respect to the $L^2$-norm. An asymptotically pivotal test is proposed, which does not require the estimation of nuisance parameters and long-run covariances. The key technical tools to prove the validity of our approach include a uniform Bahadur representation and a weak invariance principle for a sequential process of estimates of the slope function. Both scalar-on-function and function-on-function linear regression are considered and finite-sample methods for implementing our methodology are provided. We also illustrate the potential of our methods by means of a small simulation study and a data example.

Related Organizations
Keywords

Statistics, self-normalization, \(m\)-approximability, relevant hypotheses, Mathematics - Statistics Theory, Statistics Theory (math.ST), functional linear regression, FOS: Mathematics, functional time series, reproducing kernel Hilbert space

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Green