Nonparametric Inferences for Additive Models
From MaRDI portal
Publication:5754864
DOI10.1198/016214504000001439zbMath1117.62328OpenAlexW2072984871MaRDI QIDQ5754864
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000001439
Related Items (73)
Testing the significance of index parameters in varying-coefficient single-index models ⋮ Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting ⋮ Adaptive structure inferences on partially linear error-in-function models with error-prone covariates ⋮ Nonparametric estimation and testing of fixed effects panel data models ⋮ Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model ⋮ Optimal testing for additivity in multiple nonparametric regression ⋮ Robust estimation for varying index coefficient models ⋮ Model structure selection in single-index-coefficient regression models ⋮ Testing a linear relationship in varying coefficient spatial autoregressive models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ A loss function approach to model specification testing and its relative efficiency ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ Nonparametric tests of the Markov hypothesis in continuous-time models ⋮ Statistical inferences for partially linear single-index models with error-prone linear covariates ⋮ Tests for nonparametric parts on partially linear single index models ⋮ Statistical testing of covariate effects in conditional copula models ⋮ Estimation and inference for varying coefficient partially nonlinear models ⋮ Inference on coefficient function for varying-coefficient partially linear model ⋮ Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data ⋮ Testing for the parametric parts in a single-index varying-coefficient model ⋮ Nonparametric inference for additive models estimated via simplified smooth backfitting ⋮ Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ A test for a parametric form of the volatility in second-order diffusion models ⋮ GRID: a variable selection and structure discovery method for high dimensional nonparametric regression ⋮ GMM estimation of partially linear additive spatial autoregressive model ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Robust variable selection for the varying index coefficient models ⋮ Variable selection for additive partially linear models with measurement error ⋮ Empirical likelihood for partially linear additive errors-in-variables models ⋮ Nonparametric specification for non-stationary time series regression ⋮ Specification testing for transformation models with an application to generalized accelerated failure-time models ⋮ Nonparametric significance testing and group variable selection ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model ⋮ Statistical inference for a varying-coefficient partially nonlinear model with measurement errors ⋮ Two-stage local M-estimation of additive models ⋮ Additive model selection ⋮ Spline-backfitted kernel smoothing of nonlinear additive autoregression model ⋮ Generalized partial linear varying multi-index coefficient model for gene-environment interactions ⋮ Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) ⋮ On a Principal Varying Coefficient Model ⋮ Testing for constant nonparametric effects in general semiparametric regression models with interactions ⋮ Estimation in additive models with highly or non-highly correlated covariates ⋮ Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models ⋮ Statistical inference for the index parameter in single-index models ⋮ Unnamed Item ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ An optimal test for the additive model with discrete or categorical predictors ⋮ Generalized likelihood ratio tests for the structure of semiparametric additive models ⋮ Interval estimation of the ruin probability in the classical compound Poisson risk model ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Nonparametric Inference for Time-Varying Coefficient Quantile Regression ⋮ Uncertainty Quantification for High-Dimensional Sparse Nonparametric Additive Models ⋮ Non parametric maximin aggregation for data with inhomogeneity ⋮ Independence test via mutual information in the presence of measurement errors ⋮ Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models ⋮ Semiparametric inference on partially linear single-index model ⋮ Generalized likelihood ratio test for varying-coefficient models with different smoothing variables ⋮ An empirical study of a test for polynomial relationships in randomly right censored regression models ⋮ Testing serial correlation in partially linear additive models ⋮ Unnamed Item ⋮ Testing subspace restrictions in the presence of high dimensional nuisance parameters ⋮ Statistical inference on parametric part for partially linear single-index model ⋮ Functional coefficient time series models with trending regressors ⋮ Smooth coefficient models with endogenous environmental variables ⋮ Inference on varying-coefficient partially linear regression model ⋮ A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors ⋮ Simultaneous confidence bands and global inferences for extended partially linear single-index models ⋮ A powerful test for comparing multiple regression functions ⋮ Statistical inference on semi-parametric partial linear additive models ⋮ Specification and structural break tests for additive models with applications to realized variance data
This page was built for publication: Nonparametric Inferences for Additive Models
