Testing for additivity of a regression function

DOI10.1214/aos/1176349024zbMath0771.62033MaRDI QIDQ2366737

Daniel Barry

Publication date: 20 September 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349024

zbMATH Keywords

simulation; likelihood ratio test; maximum likelihood; nonparametric regression; Brownian motions; constant variance; asymptotic null distribution; nonstandard likelihood asymptotics; finite sample size behaviour; independent normals; ratio of Brownian sheet variance to error variance; test for departures from additivity; tests for additivity

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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