Abstract
Motivated by checking the linearity assumption in the regression model with functional covariate and real response in the case of dependent data, a new test for the single functional index model is introduced. The critical region of the test is derived by a bootstrap procedure. The finite sample performances of the test are evaluated by a simulation study and an application in the framework of functional time series forecasting is performed.
| Lingua originale | Inglese |
|---|---|
| Titolo della pubblicazione ospite | 14th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society, Volume: Statistical Models and Learning Methods for Complex Data (CLADAG 2023) |
| Stato di pubblicazione | In press - 27 lug 2024 |