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Motivated by checking the linearity assumption in the regression model with functional covariate and real response in the case of dependent data, a new test for the single functional index model is introduced. The critical region of the test is derived by a bootstrap procedure. The finite sample performances of the test are evaluated by a simulation study, and an application in the framework of functional time series forecasting is performed.

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Testing Linearity in the Single Functional Index Model for Dependent Data

  • 会议论文

  • 发表日期：

    2025年

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  • Lax Chan,
  • Aldo Goia

摘要

Motivated by checking the linearity assumption in the regression model with functional covariate and real response in the case of dependent data, a new test for the single functional index model is introduced. The critical region of the test is derived by a bootstrap procedure. The finite sample performances of the test are evaluated by a simulation study, and an application in the framework of functional time series forecasting is performed.