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Author:

Xia, Lili (Xia, Lili.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占) | Shi, Gongming (Shi, Gongming.)

Indexed by:

Scopus SCIE

Abstract:

This paper is focused on the specification test of functional linear quantile regression models. A nonparametric test statistic is proposed based on the orthogonality of residual and its conditional expectation. It is proved with mild assumptions that the proposed statistic follows asymptotically the standard normal distribution under the null hypothesis, but tends to infinity under alternative hypothesis. The asymptotic power of the test is also presented for some local alternative hypotheses. The test is easy to implement, and is shown by simulations powerful even for small sample sizes. A real data example with the Capital Bikeshare data is presented for illustration.

Keyword:

Model specification Quadratic form Functional data Nonparametric test Quantile regression

Author Community:

  • [ 1 ] [Xia, Lili]Beijing Univ Technol, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Beijing 100124, Peoples R China
  • [ 3 ] [Shi, Gongming]Capital Univ Econ & Business, Beijing 100070, Peoples R China

Reprint Author's Address:

  • [Zhang, Zhongzhan]Beijing Univ Technol, Beijing 100124, Peoples R China;;

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Source :

STATISTICS AND ITS INTERFACE

ISSN: 1938-7989

Year: 2024

Issue: 4

Volume: 17

Page: 649-667

0 . 8 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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