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

DOI10.1016/j.jspi.2013.03.026zbMath1432.62134MaRDI QIDQ394568

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

zbMATH Keywords

local linear regression; nonparametric test; nonparametric \(R^2\); omitted variables

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

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A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS, A semiparametric generalized ridge estimator and link with model averaging

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