Testing additivity in nonparametric regression under random censorship

DOI10.1016/J.SPL.2008.07.027MaRDI QIDQ952838zbMATH OpenOpenAlexFDO

Authors Mohammed Debbarh, Vivian Viallon

Publication date 14 November 2008

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

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

Mathematics Subject Classification ID

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

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.

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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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