Nonparametric Inferences for Additive Models
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Publication:5754864
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Cited in
(88)- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- An empirical study of a test for polynomial relationships in randomly right censored regression models
- Statistical inference on parametric part for partially linear single-index model
- Additive regression and other nonparametric models
- A test for a parametric form of the volatility in second-order diffusion models
- Nonadditivity in loglinear models using \(\Phi\)-divergences and MLEs
- Testing for the parametric parts in a single-index varying-coefficient model
- An optimal test for the additive model with discrete or categorical predictors
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Simultaneous confidence bands and global inferences for extended partially linear single-index models
- Adaptive structure inferences on partially linear error-in-function models with error-prone covariates
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
- Statistical inference for the index parameter in single-index models
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- Analysis of panel data partially linear single-index models with serially correlated errors
- Testing serial correlation in partially linear additive models
- Inference on varying-coefficient partially linear regression model
- Specification and structural break tests for additive models with applications to realized variance data
- Testing the significance of index parameters in varying-coefficient single-index models
- Nonparametric specification for non-stationary time series regression
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Model structure selection in single-index-coefficient regression models
- Nonparametric inference for additive models estimated via simplified smooth backfitting
- Statistical inference on the parametric component in partially linear spatial autoregressive models
- Semiparametric inference on partially linear single-index model
- Nonparametric estimation and testing of fixed effects panel data models
- Robust estimation for varying index coefficient models
- A powerful test for comparing multiple regression functions
- Statistical inference on semi-parametric partial linear additive models
- Inference for nonparametric parts in single-index varying-coefficient model
- A NOTE ON MULTIVARIATE LINEAR MODELS WITH NON-ADDITIVITY
- scientific article; zbMATH DE number 5314615 (Why is no real title available?)
- Testing for linear regression relationships in randomly right-censored varying-coefficient models
- An updated review of goodness-of-fit tests for regression models
- A loss function approach to model specification testing and its relative efficiency
- Statistical testing of covariate effects in conditional copula models
- Estimation and inference for varying coefficient partially nonlinear models
- Inference on coefficient function for varying-coefficient partially linear model
- Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data
- Empirical likelihood for partially linear additive errors-in-variables models
- scientific article; zbMATH DE number 1795160 (Why is no real title available?)
- Post-regularization inference for time-varying nonparanormal graphical models
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Nonparametric significance testing and group variable selection
- Adaptive estimation of an additive regression function from weakly dependent data
- SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS
- On a Principal Varying Coefficient Model
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Additive model selection
- Kernel meets sieve: post-regularization confidence bands for sparse additive model
- Significance tests for neural networks
- Generalized partial linear varying multi-index coefficient model for gene-environment interactions
- Automatic component selection in additive modeling of French national electricity load forecasting
- Testing for constant nonparametric effects in general semiparametric regression models with interactions
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- Functional coefficient time series models with trending regressors
- Smooth coefficient models with endogenous environmental variables
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Nonparametric tests of the Markov hypothesis in continuous-time models
- Statistical inferences for partially linear single-index models with error-prone linear covariates
- Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis
- GMM estimation of partially linear additive spatial autoregressive model
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses
- Robust variable selection for the varying index coefficient models
- Variable selection for additive partially linear models with measurement error
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Uncertainty Quantification for High-Dimensional Sparse Nonparametric Additive Models
- Non parametric maximin aggregation for data with inhomogeneity
- Independence test via mutual information in the presence of measurement errors
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
- Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications
- Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
- Nonparametric additive value functions: interpretable reinforcement learning with an application to surgical recovery
- Estimation and uniform inference in sparse high-dimensional additive models
- A high-dimensional additive nonparametric model
- Semiparametric partially linear varying coefficient higher-order spatial autoregressive model
- Inference for possibly misspecified generalized linear models with nonpolynomial-dimensional nuisance parameters
- Tests for spatial dependence and temporal heterogeneity in time-varying coefficient spatial autoregressive panel data model
- Linear partially time-varying coefficient spatial panel data model with fixed effects
- Optimal testing for additivity in multiple nonparametric regression
- Tests for nonparametric parts on partially linear single index models
- Constrained polynomial spline estimation of monotone additive models
- Two-stage local M-estimation of additive models
- Estimation in additive models with highly or non-highly correlated covariates
- Nonparametric inference of quantile curves for nonstationary time series
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