Optimal testing for additivity in multiple nonparametric regression
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Volume (Year): 61 (2009)
Issue (Month): 3 (September)
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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.
- Yang, Lijian & Tjostheim, Dag & Sperlich, Stefan, 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.
- Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, 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.
- Dette, Holger & Derbort, Stephan, 2001. "Analysis of Variance in Nonparametric Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 110-137, January.
- 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.
- Spokoiny, Vladimir & Sperlich, Stefan & Hardle, Wolfgang, 2000. "Structural tests in additive regression," DES - Working Papers. Statistics and Econometrics. WS 9863, Universidad Carlos III de Madrid. Departamento de Estadística.
- repec:jss:jstsof:06:i06 is not listed on IDEAS
- 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 1176, Iowa State University, Department of Economics.
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