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- W2762331443 abstract "This paper studies the optimal testing for the nullity of the slope function in the functional linear model using smoothing splines. We propose a generalized likelihood ratio test based on an easily implementable data-driven estimate. The quality of the test is measured by the minimal distance between the null and the alternative set that still allows a possible test. The lower bound of the minimax decay rate of this distance is derived, and test with a distance that decays faster than the lower bound would be impossible. We show that the minimax optimal rate is jointly determined by the smoothing spline kernel and the covariance kernel. It is shown that our test attains this optimal rate. Simulations are carried out to confirm the finite-sample performance of our test as well as to illustrate the theoretical results. Finally, we apply our test to study the effect of the trajectories of oxides of nitrogen ($text{NO}_{text{x}}$) on the level of ozone ($text{O}_3$)." @default.
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- W2762331443 date "2017-10-06" @default.
- W2762331443 modified "2023-09-27" @default.
- W2762331443 title "Optimal Global Test for Functional Regression" @default.
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