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Author:

Xia, L. (Xia, L..) | Du, J. (Du, J..) | Zhang, Z. (Zhang, Z..)

Indexed by:

EI Scopus SCIE

Abstract:

This paper is focused on the goodness-of-fit test of the functional linear composite quantile regression model. A nonparametric test is proposed by using the orthogonality of the residual and its conditional expectation under the null model. The proposed test statistic has an asymptotic standard normal distribution under the null hypothesis, and tends to infinity in probability under the alternative hypothesis, which implies the consistency of the test. Furthermore, it is proved that the test statistic converges to a normal distribution with nonzero mean under a local alternative hypothesis. Extensive simulations are reported, and the results show that the proposed test has proper sizes and is sensitive to the considered model discrepancies. The proposed methods are also applied to two real datasets. © The Editorial Office of JSSC & Springer-Verlag GmbH Germany 2024.

Keyword:

nonparametric test functional data quadratic form Composite quantile regression consistent test

Author Community:

  • [ 1 ] [Xia L.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 2 ] [Du J.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 3 ] [Zhang Z.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China

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Source :

Journal of Systems Science and Complexity

ISSN: 1009-6124

Year: 2024

Issue: 4

Volume: 37

Page: 1714-1737

2 . 1 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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