Testing for additivity in nonparametric regression

DOI10.1214/aos/1034713639zbMath0858.62036OpenAlexW2004369005MaRDI QIDQ1922370

Yanyan Li

Publication date: 27 February 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1034713639

zbMATH Keywords

simulationkernel estimatorsadditive modelsdimension reductionlocal alternativeslocal linear smoothersasymptotic powerdata-driven smoothing parametersFourier series estimatorsorder-selection testsmall-sample power comparisonstests of additivityTukey test for additivity

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (17)

Optimal testing for additivity in multiple nonparametric regression ⋮ Semiparametric approximation methods in multivariate model selection ⋮ Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Testing for additivity with B-splines ⋮ An Adaptive Two‐stage Estimation Method for Additive Models ⋮ Analysis of variance in nonparametric regression models ⋮ VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION ⋮ Testing for additivity in nonparametric heteroscedastic regression models ⋮ Assessing additivity in nonparametric models -A kernel-based method ⋮ Testing model assumptions in multivariate linear regression models ⋮ Testing for additivity in non‐parametric regression ⋮ Estimation and test of linearity for a class of additive nonlinear models ⋮ Smoothing Spline-Based Score Tests for Proportional Hazards Models ⋮ Model specification tests in nonparametric stochastic regression models ⋮ Testing for additivity in nonparametric quantile regression ⋮ Unified approach to testing functional hypotheses in semiparametric contexts

Cites Work

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• Additive regression and other nonparametric models
• Testing goodness-of-fit in regression via order selection criteria
• Testing for additivity of a regression function
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• A Combinatorial Lemma and Its Application to Probability Theory
• Design-adaptive Nonparametric Regression
• Cross-Validation of Multivariate Densities
• On estimating approximate degrees of freedom of chi-squared approximations

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