Testing for additivity of a regression function (Q2366737)
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English | Testing for additivity of a regression function |
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Testing for additivity of a regression function (English)
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20 September 1993
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nonparametric regression
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nonstandard likelihood asymptotics
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tests for additivity
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independent normals
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constant variance
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likelihood ratio test
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Brownian motions
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ratio of Brownian sheet variance to error variance
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maximum likelihood
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test for departures from additivity
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asymptotic null distribution
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finite sample size behaviour
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simulation
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