Structural Tests in Additive Regression

DOI10.1198/016214501753382264zbMATH Open1051.62036OpenAlexW2064173466MaRDI QIDQ4468341FDOQ4468341

Authors: Stefan Sperlich, Wolfgang K. Härdle, V. G. Spokoiny 

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/9863

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zbMATH Keywords

additive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cited In (14)

• Wavelet-based prediction of oil prices
• Generalized likelihood ratio tests for the structure of semiparametric additive models
• Optimal testing for additivity in multiple nonparametric regression
• Efficient and fast spline-backfitted kernel smoothing of additive models
• Specification and structural break tests for additive models with applications to realized variance data
• Comparison of Separable Components in Different Samples
• Identification and estimation of generalized additive partial linear models with nonignorable missing response
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• Specification testing when the null is nonparametric or semiparametric
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• An updated review of goodness-of-fit tests for regression models
• Direct simultaneous inference in additive models and its application to model undernutrition
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Local linear smoothing in additive models as data projection

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