Burmann expansion and test for additivity

DOI10.1093/BIOMET/90.1.209MaRDI QIDQ4455404zbMATH OpenOpenAlexWikidataFDO

Authors Kung-Sik Chan, A. B. Kristoffersen, Nils Chr. Stenseth

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/90.1.209

zbMATH Keywords

alternating conditional expectationsblowflyLagrange multiplier testnonlinear time seriessieveVolterra expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Extension of the Bertrand-De Morgan test and its application
• Addition Theorems and Binary Expansions
• The additive dilogarithm
• A generalization of Bertrand's test

Cited in

(4)

• Ranking the importance of variables in nonlinear system identification
• Testing if a nonlinear system is additive or not
• Identification of an additive nonlinear system and its applications in generalized Hammerstein models
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression

This page was built for publication: Burmann expansion and test for additivity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455404)