Non-parametric regression tests using dimension reduction techniques
DOI10.1111/J.1467-9469.2008.00608.XzbMATH Open1194.62045OpenAlexW1871273812MaRDI QIDQ3552945FDOQ3552945
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
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Cites Work
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Generalized likelihood ratio statistics and Wilks phenomenon
- Bootstrap and wild bootstrap for high dimensional linear models
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- A consistent test of functional form via nonparametric estimation techniques
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Smooth backfitting in generalized additive models
- Bandwidth selection for smooth backfitting in additive models
- Generalised structured models
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Linear smoothers and additive models
- Nonparametric tests of linearity for time series
- Fitting a bivariate additive model by local polynomial regression
- Integration and backfitting methods in additive models -- finite sample properties and comparison
- Nonparametric Identification of Nonlinear Time Series: Projections
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Asymptotic properties of backfitting estimators
- Local Partitioned Regression
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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