RT Journal Article
T1 Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
A1 Freijeiro González, Laura
A1 Febrero Bande, Manuel
A1 González Manteiga, Wenceslao
K1 Covariates selection
K1 Functional concurrent model
K1 Martingale difference divergence (MDD)
K1 Significance tests
AB This paper presents new specification tests for a general synchronous additive concurrent model formulation. As a novelty, our proposal does not require a preliminary model or error structure estimation. No tuning parameters are involved either. We develop a suitable test statistic using the martingale difference divergence coefficient. As a result, this statistic measures the departure from the conditional mean independence in the concurrent model framework, considering the information of all observed time instants. In particular, global as well as partial dependence tests are introduced. Then, we allow one to quantify the effect of a group of covariates or to apply covariates selection one by one. We obtain its asymptotic distribution under the null and propose a bootstrap algorithm to compute the p-values in practice. Through simulations, we illustrate our method, and its performance is compared to existing competitors. In addition, we use this in the analysis of three real datasets related to gait data, flu activity, and casual bike rentals
PB Springer
SN 1133-0686
YR 2023
FD 2023
LK http://hdl.handle.net/10347/30859
UL http://hdl.handle.net/10347/30859
LA eng
NO Freijeiro-González, L., Febrero-Bande, M. & González-Manteiga, W. Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence. TEST (2023). https://doi.org/10.1007/s11749-023-00857-y
NO The research of Laura Freijeiro-González is supported by the Consellería de Cultura, Educación e Ordenación Universitaria along with the Consellería de Economía, Emprego e Industria of the Xunta de Galicia (project ED481A-2018/264). Laura Freijeiro-González, Wenceslao González-Manteiga and Manuel Febrero-Bande acknowledged the support from Project PID2020-116587GB-I00 funded by MCIN/AEI/10.13039/501100011033 and by “ERDF A way of making Europe” and the Competitive Reference Groups 2021-2024 (ED431C 2021/24) from the Xunta de Galicia through the ERDF. We also acknowledge the Centro de Supercomputación de Galicia (CESGA) for computational resources. Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature
DS Minerva
RD 22 abr 2026