Structural Tests in Additive Regression

DOI10.1198/016214501753382264MaRDI QIDQ4468341zbMATH OpenOpenAlexFDO

Authors Stefan Sperlich, Wolfgang K. Härdle, V. G. Spokoiny

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/9863

zbMATH Keywords

additive model

Mathematics Subject Classification ID

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

Recommendations

• Testing additivity by kernel-based methods -- what is a reasonable test?
• Determination of linear components in additive models
• Structural tests in regression on functional variables
• A test for additivity in nonparametric regression
• Testing for additivity in nonparametric regression

Cited in

(14)

• Wavelet-based prediction of oil prices
• Optimal testing for additivity in multiple nonparametric regression
• Efficient and fast spline-backfitted kernel smoothing of additive models
• Generalized likelihood ratio tests for the structure of semiparametric additive models
• Specification and structural break tests for additive models with applications to realized variance data
• Comparison of Separable Components in Different Samples
• Identification and estimation of generalized additive partial linear models with nonignorable missing response
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• Specification testing when the null is nonparametric or semiparametric
• An updated review of goodness-of-fit tests for regression models
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Direct simultaneous inference in additive models and its application to model undernutrition
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Local linear smoothing in additive models as data projection

This page was built for publication: Structural Tests in Additive Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4468341)