Testing additivity in nonparametric regression under random censorship

DOI10.1016/J.SPL.2008.07.027zbMATH Open1147.62328arXiv0802.1047OpenAlexW2157349868MaRDI QIDQ952838FDOQ952838

Authors: Mohammed Debbarh, Vivian Viallon 

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed under the additive assumption, and that could be used to test for additivity in the censored regression setting.

Full work available at URL: https://arxiv.org/abs/0802.1047

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

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Cited In (4)

• Optimal testing for additivity in multiple nonparametric regression
• Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
• Testing for one-sided alternatives in nonparametric censored regression
• An updated review of goodness-of-fit tests for regression models

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