Non-parametric regression tests using dimension reduction techniques

DOI10.1111/J.1467-9469.2008.00608.XMaRDI QIDQ3552945zbMATH OpenOpenAlexFDO

Authors Berthold R. Haag

Publication date 22 April 2010

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

Full work available at URL https://doi.org/10.1111/j.1467-9469.2008.00608.x

zbMATH Keywords

asymptotic normalityadditive modelbootstrap testNadaraya-Watson backfitting estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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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
• A simple consistent bootstrap test for a parametric regression function
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Asymptotic properties of backfitting estimators
• Bandwidth selection for smooth backfitting in additive models
• Bootstrap and wild bootstrap for high dimensional linear models
• Comparing nonparametric versus parametric regression fits
• Fitting a bivariate additive model by local polynomial regression
• Generalised structured models
• Generalized likelihood ratio statistics and Wilks phenomenon
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Linear smoothers and additive models
• Local Partitioned Regression
• Nonparametric Identification of Nonlinear Time Series: Projections
• Nonparametric tests of linearity for time series
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Smooth backfitting in generalized additive models
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

Cited in

(5)

• Expansion for moments of regression quantiles with applications to nonparametric testing
• A Review on Dimension-Reduction Based Tests For Regressions
• Specification and structural break tests for additive models with applications to realized variance data
• Nonparametric estimation of noisy integral equations of the second kind
• Dimension reduction for non-elliptically distributed predictors: second-order methods

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