Nonparametric lack-of-fit testing and consistent variable selection

DOI10.5705/SS.2013.112MaRDI QIDQ3195177zbMATH OpenOpenAlexFDO

Authors Michael G. Akritas, Adriano Z. Zambom

Publication date 21 October 2015

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6b32a8b7558ec20e49774403c60614ba049cc371

zbMATH Keywords

backward eliminationdimension reductionlocal polynomial regressionmodel checkingmultiple testingnonparametric regression

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Paired and multiple comparisons; multiple testing (62J15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(12)

• Hypothesis testing sure independence screening for nonparametric regression
• Testing for local covariate trend effects in volatility models
• Test for heteroscedasticity in partially linear regression models
• Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models
• Functional data clustering via hypothesis testing \(k\)-means
• Consistent variable selection for functional regression models
• Consistency of choice in nonparametric multiple comparisons
• Nonparametric significance testing and group variable selection
• A Lack-Of-Fit Test with Screening in Sufficient Dimension Reduction
• Testing for additivity in nonparametric heteroscedastic regression models
• Selection of the number of clusters in functional data analysis
• A local factor nonparametric test for trend synchronism in multiple time series

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