IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v28y2012i02p363-386_00.html
   My bibliography  Save this article

Specification Test For Conditional Distribution With Functional Data

Author

Listed:
  • Ferraty, Frederic
  • Quintela-del-Río, Alejandro
  • Vieu, Philippe

Abstract

In this paper we construct a statistic to test a specific form of the conditional density function. The main point of this work is to consider a functional explanatory variable, and the statistic is constructed following recent advances in nonparametric functional data analysis. The asymptotic behavior of the test statistic is studied under both the null hypothesis and some local alternative hypothesis. Then, the finite sample behavior of the method is studied through simulated examples. This paper is one of the first in the setting of nonparametric specification tests when functional data are involved.

Suggested Citation

  • Ferraty, Frederic & Quintela-del-Río, Alejandro & Vieu, Philippe, 2012. "Specification Test For Conditional Distribution With Functional Data," Econometric Theory, Cambridge University Press, vol. 28(2), pages 363-386, April.
    • Handle: RePEc:cup:etheor:v:28:y:2012:i:02:p:363-386_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466611000351/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kemp, Gordon C.R. & Santos Silva, J.M.C., 2012. "Regression towards the mode," Journal of Econometrics, Elsevier, vol. 170(1), pages 92-101.
    2. Malec, Peter & Schienle, Melanie, 2012. "Nonparametric Kernel density estimation near the boundary," SFB 649 Discussion Papers 2012-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    3. Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi, 2014. "Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 53-68.
    4. Malec, Peter & Schienle, Melanie, 2014. "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 57-76.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:28:y:2012:i:02:p:363-386_00. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.