NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
From MaRDI portal
Publication:4807288
DOI10.1017/S0266466602182016zbMath1109.62310OpenAlexW2039476715WikidataQ61865780 ScholiaQ61865780MaRDI QIDQ4807288
Lijian Yang, Dag Tjøstheim, Stefan Sperlich
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602182016
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)
Related Items (47)
LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION ⋮ Efficient and fast spline-backfitted kernel smoothing of additive models ⋮ Optimal testing for additivity in multiple nonparametric regression ⋮ Asymptotic normality for the wavelets estimator of the additive regression components ⋮ SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Low dimensional semiparametric estimation in a censored regression model ⋮ Representation and identification of non-parametric nonlinear systems of short term memory and low degree of interaction ⋮ Derivative estimation and testing in generalized additive models ⋮ Estimation of a semiparametric transformation model ⋮ A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis ⋮ Nonparametric estimation of stochastic frontier models with weak separability ⋮ The locally Gaussian density estimator for multivariate data ⋮ Long-range dependent time series specification ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ Testing additivity in nonparametric regression under random censorship ⋮ Spline-backfitted kernel smoothing of nonlinear additive autoregression model ⋮ Semiparametric stochastic frontier models: a generalized additive model approach ⋮ A comparison of different nonparametric methods for inference on additive models ⋮ Determination of linear components in additive models ⋮ Additive models in censored regression ⋮ Tie the straps: uniform bootstrap confidence bands for semiparametric additive models ⋮ A simple additivity test for conditionally heteroscedastic nonlinear autoregression ⋮ Analysis of variance in nonparametric regression models ⋮ Nonparametric additive model-assisted estimation for survey data ⋮ Local polynomial inference for small area statistics: estimation, validation and prediction ⋮ Estimation of semi-parametric additive coefficient model ⋮ SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL ⋮ Estimation in semiparametric spatial regression ⋮ Estimation in additive Cox models by marginal integration ⋮ An optimal test for the additive model with discrete or categorical predictors ⋮ Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band ⋮ Generalized likelihood ratio tests for the structure of semiparametric additive models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Modeling heterogeneity: a praise for varying-coefficient models in causal analysis ⋮ Single-index model-assisted estimation in survey sampling ⋮ NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES ⋮ Assessing continuous bivariate effects among different groups through nonparametric regression models: an application to breast cancer detection ⋮ Testing for additivity in nonparametric heteroscedastic regression models ⋮ Assessing additivity in nonparametric models -A kernel-based method ⋮ Some Uniform Limit Results in Additive Regression Model ⋮ Rate optimal estimation with the integration method in the presence of many covariates ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Modeling heterogeneous treatment effects in the presence of endogeneity ⋮ Comparison of Separable Components in Different Samples ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods ⋮ Kernel-based semiparametric multinomial logit modelling of political party preferences
This page was built for publication: NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS