An RKHS approach for pivotal inference in functional linear regression
函数型线性回归中枢轴推断的再生核希尔伯特空间方法
We develop methodology for testing hypotheses regarding the slope function in functional linear regression for time series via a reproducing kernel Hilbert space approach. In contrast to most of the literature, which considers tests for the exact nullity of the slope function, we are interested in the null hypothesis that the slope function vanishes only approximately, where deviations are measured with respect to the $L^2$-norm. An asymptotically pivotal test is proposed,…