Model Specification Tests in Nonparametric Stochastic Regression Models
In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.
Volume (Year): 83 (2002)
Issue (Month): 2 (November)
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