A nonparametric R^2 test for the presence of relevant variables

DOI10.1016/J.JSPI.2013.03.026zbMATH Open1432.62134OpenAlexW1993892125MaRDI QIDQ394568FDOQ394568

Authors: Feng Yao, Aman Ullah 

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.03.026

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zbMATH Keywords

local linear regressionnonparametric testnonparametric \(R^2\)omitted variables

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cited In (2)

• A semiparametric generalized ridge estimator and link with model averaging
• A nonparametric test of significant variables in gradients

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