Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
基于随机投影经验过程的函数型线性模型拟合优度检验
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals over the projected process, resulting in computationally efficient tests that exhibit root-$n$ convergence rates and circumvent the curse of dimensionality. The weak convergence of the empirical process is obtained conditionally on a random…