期刊
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
卷 36, 期 2, 页码 207-222出版社
WILEY
DOI: 10.1002/cjs.5550360203
关键词
functional linear model; geomagnetism; hypothesis testing; independence test
资金
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [804165] Funding Source: National Science Foundation
The authors consider the linear model Y-n = Psi X-n + epsilon(n) relating a functional response with explanatory variables. They propose a simple test of the nullity of Psi based on the principal component decomposition. The limiting distribution of their test statistic is chi-squared, but this distribution is also an excellent approximation in finite samples. The authors illustrate their method using data from terrestrial magnetic observatories.
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