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)

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Cited in

(14)

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

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