Testing independence of covariates and errors in non-parametric regression

DOI10.1111/SJOS.12301zbMATH Open1402.62067OpenAlexW2746515223MaRDI QIDQ4685437FDOQ4685437

Authors: Subhra Sankar Dhar, Angelos Dassios, Wicher Bergsma 

Publication date: 8 October 2018

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/83780/

Recommendations

• Testing independence in nonparametric regression
• Tests for independence in nonparametric regression
• Tests for independence in non-parametric heteroscedastic regression models
• A joint test for parametric specification and independence in nonlinear regression models
• A model specification test for the variance function in nonparametric regression

zbMATH Keywords

asymptotic powerdistance covarianceKendall's taucontiguous alternativesmeasure of associationnonparametric regression model

Mathematics Subject Classification ID

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

Cited In (8)

• Title not available (Why is that?)
• Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
• On distance based goodness of fit tests for missing data when missing occurs at random
• A projection-based diagnostic test for generalized functional regression models
• Tests for independence in nonparametric regression
• Testing independence in nonparametric regression
• Independence tests in the presence of measurement errors: an invariance law
• Computationally efficient approximations for independence tests in non-parametric regression

This page was built for publication: Testing independence of covariates and errors in non-parametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4685437)