Structural Tests in Additive Regression
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- Hardle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir, 2000. "Structural tests in additive regression," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de Estadística.
References listed on IDEAS
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- Donkers, Bas & Schafgans, Marcia M. A., 2005.
"A method of moments estimator for semiparametric index models,"
LSE Research Online Documents on Economics
6815, London School of Economics and Political Science, LSE Library.
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- Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
- Felix Abramovich & Italia Feis & Theofanis Sapatinas, 2009. "Optimal testing for additivity in multiple nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 691-714, September.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
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