We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the 2‐distance between the spectral density operator and its best (2‐)approximation by a spectral density operator corresponding to a white noise process....

In the common nonparametric regression model with high dimensional predictor several tests for the hypothesis of an additive regression are investigated. The corresponding test statistics are either based on the diiferences between a fit under the assumption of additivity and a fit in the...

In this paper we describe some general methods for constructing goodness of fit tests in nonparametric regression models. Our main concern is the development of statisticial methodology for the assessment (validation) of specific parametric models M as they arise in various fields of...