Optimal testing for additivity in multiple nonparametric regression
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 61 (2009)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- 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.
- 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.
- Dette, Holger & Derbort, Stephan, 2001. "Analysis of Variance in Nonparametric Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 110-137, January.
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- Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian, 2002.
"Nonparametric Estimation And Testing Of Interaction In Additive Models,"
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- 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.
- 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.
- 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.
- 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.
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