This paper investigates the hypothesis test of the parametric component in partial functional linear regression models.Based on a rank score function,the authors develop a rank test using functional principal componen...This paper investigates the hypothesis test of the parametric component in partial functional linear regression models.Based on a rank score function,the authors develop a rank test using functional principal component analysis,and establish the asymptotic properties of the resulting test under null and local alternative hypotheses.A simulation study shows that the proposed test procedure has good size and power with finite sample sizes.The authors also present an illustration through fitting the Berkeley Growth Data and testing the effect of gender on the height of kids.展开更多
The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independen...The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independent identically distributed random variables with Eεi -= 0 and Var（εi） 〈 ∞, with the help of the slip window method, the asymptotic distribution of the jump change-point estimator τ is studied under the condition of the local alternative hypothesis.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.1177103211571340 and 11701020+1 种基金the Science and Technology Project of Beijing Municipal Education Commission under Grant Nos.KM201710005032 and KM201910005015the International Research Cooperation Seed Fund of Beijing University of Technology under Grant No.006000514118553。
文摘This paper investigates the hypothesis test of the parametric component in partial functional linear regression models.Based on a rank score function,the authors develop a rank test using functional principal component analysis,and establish the asymptotic properties of the resulting test under null and local alternative hypotheses.A simulation study shows that the proposed test procedure has good size and power with finite sample sizes.The authors also present an illustration through fitting the Berkeley Growth Data and testing the effect of gender on the height of kids.
基金supported by the Major Programs of the Ministry of Education of China (No. 309017)the Humanities and Social Sciences Project of the Ministry of Education of China (No. 12YJC910007)+1 种基金the Anhui Provincial Natural Science Foundation of China (No. 1208085QA12)the Fundamental Research Funds for the Central Universities (No. 2011HGXJ1078)
文摘The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independent identically distributed random variables with Eεi -= 0 and Var（εi） 〈 ∞, with the help of the slip window method, the asymptotic distribution of the jump change-point estimator τ is studied under the condition of the local alternative hypothesis.
