A goodness-of-fit test for the functional linear model with functional response

The Functional Linear Model with Functional Response (FLMFR) is one of the most fundamental models to asses the relation between two functional random variables. In this paper, we propose a novel goodness-of-fit test for the FLMFR against a general, unspecified, alternative. The test statistic is formulated in terms of a Cramér-von Mises norm over a doubly-projected empirical process which, using geometrical arguments, yields an easy-to-compute weighted quadratic norm. A resampling procedure calibrates the test through a wild bootstrap on the residuals and the use convenient computational procedures. As a sideways contribution, and since the statistic requires from a reliable estimator of the FLMFR, we discuss and compare several regularized estimators, providing a new one specifically convenient for our test. The finite sample behavior of the test, regarding power and size, is illustrated via a complete simulation study. Also, the new proposal is compared with previous significance tests. Two novel real datasets illustrate the application of the new test.

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