Abstract
In this chapter, we consider two tests for error correlation in the fully functional linear model, which we call Methods I and II They complement the tools described in Section 8.6 and the graphical goodness of fit checks used in Chapter 9. To construct the test statistics, finite dimensional residuals are computed in two different ways, and then their autocorrelations are suitably defined. From these autocorrelation matrices, two quadratic forms are constructed whose limiting distribution are chi–squared with known numbers of degrees of freedom (different for the two forms). The test statistics can be relatively easily computed using the R package fda.
Keywords
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer Science+Business Media New York
About this chapter
Cite this chapter
Horváth, L., Kokoszka, P. (2012). Tests for error correlation in the functional linear model. In: Inference for Functional Data with Applications. Springer Series in Statistics, vol 200. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3655-3_11
Download citation
DOI: https://doi.org/10.1007/978-1-4614-3655-3_11
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-3654-6
Online ISBN: 978-1-4614-3655-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)