Testing additivity by kernel-based methods -- what is a reasonable test?

DOI10.2307/3318732MaRDI QIDQ5951615zbMATH OpenOpenAlexFDO

Authors Holger Dette, Carsten von Lieres und Wilkau

Publication date 26 February 2003

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/5047

zbMATH Keywords

additive modelscurse of dimensionalitydimension reductionmarginal integration estimatetest of additivity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(24)

• A power comparison between nonparametric regression tests.
• A test for additivity in nonparametric regression
• Testing if a nonlinear system is additive or not
• Model specification tests in nonparametric stochastic regression models
• Testing for additivity in nonparametric quantile regression
• Model checking for parametric regressions with response missing at random
• Additivity test on the nonlinear part in partially linear models
• Testing for additivity with B-splines
• Model checking in Tobit regression via nonparametric smoothing
• Testing additivity in nonparametric regression under mixing conditions
• Quantile regression estimation of partially linear additive models
• Determination of linear components in additive models
• Assessing additivity in nonparametric models -- a kernel-based method
• Non-parametric regression tests using dimension reduction techniques
• An updated review of goodness-of-fit tests for regression models
• Structural Tests in Additive Regression
• A comparison of different nonparametric methods for inference on additive models
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Testing for additivity in nonparametric heteroscedastic regression models
• Generalized likelihood ratio tests for the structure of semiparametric additive models
• Testing for additivity in non-parametric regression
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Optimal testing for additivity in multiple nonparametric regression
• Estimating the error distribution in nonparametric multiple regression with applications to model testing

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