JSM 2014 Home
Online Program Home
My Program

Abstract Details

Activity Number: 238
Type: Contributed
Date/Time: Monday, August 4, 2014 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract #311121 View Presentation
Title: Likelihood Ratio Tests for Functional Linear Regression Models
Author(s): Simeng Qu*+ and Xiao Wang
Companies: Purdue University and Purdue University
Keywords: generalized likelihood ratio test ; functional linear model ; optimal rate of convergence
Abstract:

This paper studies the global test of of nullity of the slope function in the framework of functional linear model and reproducing kernel Hilbert space. The quality of the test is measured by the minimal distance between the null and the alternative set for which such test is still possible. A generalized likelihood ratio test statistics is proposed and can be obtained by an easily implementable roughness-regularized estimator. The lower bound for the minimax separation distance of the slope function is derived. It is shown that the optimal rate is jointly determined by the reproducing kernel and the covariance kernel. However, this rate is different with the rate for prediction. It is shown that the generalized likelihood ratio test attains the optimal rate of convergence. Our simulations illustrate the promising performance of our approach and the method is further illustrated by an application of California air quality data.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2014 program




2014 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Professional Development program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.