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Optimal testing for additivity in multiple nonparametric regression

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  • Felix Abramovich

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  • Italia Feis
  • Theofanis Sapatinas
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10463-007-0164-y
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    Bibliographic Info

    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 61 (2009)
    Issue (Month): 3 (September)
    Pages: 691-714

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    Handle: RePEc:spr:aistmt:v:61:y:2009:i:3:p:691-714

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    Web page: http://www.springerlink.com/link.asp?id=102845

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    Related research

    Keywords: Additive models; Functional hypothesis testing; Minimax testing; Nonparametric regression; Wavelets;

    References

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    1. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    2. Stephan Derbort & Holger Dette & Axel Munk, 2002. "A Test for Additivity in Nonparametric Regression," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(1), pages 60-82, March.
    3. Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December.
    4. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 1998. "Nonparametric estimation and testing of interaction in additive models," SFB 373 Discussion Papers 1998,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    5. Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September.
    6. Anestis Antoniadis & Jeremie Bigot & Theofanis Sapatinas, . "Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study," Journal of Statistical Software, American Statistical Association, vol. 6(i06).
    7. Dette, Holger & Derbort, Stephan, 2001. "Analysis of Variance in Nonparametric Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 110-137, January.
    8. Opsomer, Jean D. & Ruppert, D., 1998. "A Fully Automated Bandwidth Selection Method for Fitting Additive Models," Staff General Research Papers 1176, Iowa State University, Department of Economics.
    9. Guerre, Emmanuel & Lavergne, Pascal, 2002. "Optimal Minimax Rates For Nonparametric Specification Testing In Regression Models," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1139-1171, October.
    10. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
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