Linearity testing using local polynomial approximation

DOI10.1016/S0378-3758(97)00146-8zbMath0942.62051OpenAlexW2063909393MaRDI QIDQ1299548

Dag Tjøstheim, Qiwei Yao, Vidar Hjellvik

Publication date: 24 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00146-8

zbMATH Keywords

bootstrapconditional varianceconditional mean

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

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