Testing for lack of dependence in the functional linear model

By Piotr Kokoszka, I. Maslova, J. Sojka, Lie Zhu. 2008

71 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Sequential block bootstrap in a Hilbert space with application to change point analysis (2014, methodology): “[19] in testing for independence in the functional linear model and by Benko, Härdle and Kneip [2] in two sample tests for L(2)[0, 1]-valued random variables, a method that was extended to change point analysis by Berkes et.”
Detecting changes in the mean of functional observations (2009, methodology): “These include an adaptation of the scree plot of Cattell (1966) (see Kokoszka et al. (2008) ), the cumulative percentage variance approach that is used in Section 4.2, the pseudo Akaike information criterion and cross-validation (see Yao et al. (2005)).”
Minimax adaptive tests for the Functional Linear model (2012, methodology): “ [3] for such results in a xed design regression problems. Finally, our approach can also extend to functional linear regression models with functional outputs building on the parametric statistic of [30]. 9. Main proofs In this section, we describe the core of the proofs. Some arguments are based o”