A comparison of different nonparametric methods for inference on additive models

DOI10.1080/10485250410001713972MaRDI QIDQ4651090zbMATH OpenOpenAlexFDO

Authors Carsten von Lieres und Wilkau, Stefan Sperlich, Holger Dette

Publication date 21 February 2005

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250410001713972

zbMATH Keywords

marginal integrationtest of additivity

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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Cites work

• A consistent test for the functional form of a regression based on a difference of variance estimators
• A consistent test of functional form via nonparametric estimation techniques
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Comparing nonparametric versus parametric regression fits
• Fitting a bivariate additive model by local polynomial regression
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Linear smoothers and additive models
• Miscellanea. Efficient estimation of additive nonparametric regression models
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Nonparametric Identification of Nonlinear Time Series: Projections
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Testing additivity by kernel-based methods -- what is a reasonable test?
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Testing precise hypotheses. With comments and a rejoinder by the authors
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)

Cited in

(13)

• Derivative estimation and testing in generalized additive models
• Testing for additivity in partially linear regression with possibly missing responses
• Assessing additivity in nonparametric models -- a kernel-based method
• Comparison of Separable Components in Different Samples
• Specification testing when the null is nonparametric or semiparametric
• An updated review of goodness-of-fit tests for regression models
• Testing for additivity in nonparametric heteroscedastic regression models
• scientific article; zbMATH DE number 7578244 (Why is no real title available?)
• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Low dimensional semiparametric estimation in a censored regression model
• Estimating the error distribution function in semiparametric additive regression models
• Optimal testing for additivity in multiple nonparametric regression

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