Optimal testing for additivity in multiple nonparametric regression
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian, 2002.
"Nonparametric Estimation And Testing Of Interaction In Additive Models,"
Cambridge University Press, vol. 18(02), pages 197-251, April.
- 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.
- Sperlich, Stefan & Tjostheim, Dag & Yang, Lijian, 1999. "Nonparametric estimation and testing of interaction in additive models," DES - Working Papers. Statistics and Econometrics. WS 6387, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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.
- 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.
- Antoniadis, Anestis & Bigot, Jeremie & Sapatinas, Theofanis, 2001. "Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 6(i06).
- 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.
- Dette, Holger & Derbort, Stephan, 2001. "Analysis of Variance in Nonparametric Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 110-137, January.
- Stephan Derbort & Holger Dette & Axel Munk, 2002. "A Test for Additivity in Nonparametric Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 60-82, March.
- 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.
- 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.
- Opsomer, Jean D. & Ruppert, D., 1998. "A Fully Automated Bandwidth Selection Method for Fitting Additive Models," Staff General Research Papers Archive 1176, Iowa State University, Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Linyuan Li, 2016. "Nonparametric regression on random fields with random design using wavelet method," Statistical Inference for Stochastic Processes, Springer, vol. 19(1), pages 51-69, April.
- Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
More about this item
KeywordsAdditive models; Functional hypothesis testing; Minimax testing; Nonparametric regression; Wavelets;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:61:y:2009:i:3:p:691-714. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.