Abstract

In this paper, an F‐type test is proposed for the functional association between a functional covariate and a scalar response in functional linear models (FLM). The proposed F test is based on the order statistics of functional principal components (fPCs), which is motivated by the phenomena that the power of the classical F test is sensitive to the choice of thresholds. Theoretical properties of the proposed test are established under both the null and alternative hypotheses, especially showing that it can detect the local alternative of order , that is, the fastest rate in the high‐dimensional linear model, where n and Sn are the sample size and the number of fPCs, respectively. Extensive simulation studies are conducted to demonstrate the finite sample performance, showing advantages to the existing tests. Moreover, our procedure is applied to a real data analysis related to the diffusion tensor imaging tractography study.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.