A consistent specification test for functional linear quantile regression models

被引：0

作者：

Xia, Lili ^{[1
]}

Zhang, Zhongzhan ^{[1
]}

Shi, Gongming ^{[2
]}

机构：

[1] Beijing Univ Technol, Beijing 100124, Peoples R China

[2] Capital Univ Econ & Business, Beijing 100070, Peoples R China

来源：

STATISTICS AND ITS INTERFACE | 2024年 / 17卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Functional data; Model specification; Nonparametric test; Quadratic form; Quantile regression; OF-FIT TESTS; INFERENCE;

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This paper is focused on the specification test of functional linear quantile regression models. A nonparametric test statistic is proposed based on the orthogonality of residual and its conditional expectation. It is proved with mild assumptions that the proposed statistic follows asymptotically the standard normal distribution under the null hypothesis, but tends to infinity under alternative hypothesis. The asymptotic power of the test is also presented for some local alternative hypotheses. The test is easy to implement, and is shown by simulations powerful even for small sample sizes. A real data example with the Capital Bikeshare data is presented for illustration.

引用

页码：649 / 667

页数：19

共 39 条

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