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Testing Linearity in Functional Partially Linear Models
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作者 Fan-rong ZHAO Bao-xue ZHANG 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2024年第3期875-886,共12页
For the functional partially linear models including flexible nonparametric part and functional linear part,the estimators of the nonlinear function and the slope function have been studied in existing literature.How ... For the functional partially linear models including flexible nonparametric part and functional linear part,the estimators of the nonlinear function and the slope function have been studied in existing literature.How to test the correlation between response and explanatory variables,however,still seems to be missing.Therefore,a test procedure for testing the linearity in the functional partially linear models will be proposed in this paper.A test statistic is constructed based on the existing estimators of the nonlinear and the slope functions.Further,we prove that the approximately asymptotic distribution of the proposed statistic is a chi-squared distribution under some regularity conditions.Finally,some simulation studies and a real data application are presented to demonstrate the performance of the proposed test statistic. 展开更多
关键词 asymptotic theory functional partially linear model Nadaraya-Watson estimate test statistic
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