Testing additivity in generalized nonparametric regression models with estimated parameters
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Cites work
- A consistent test of functional form via nonparametric estimation techniques
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A limit theorem for a smooth class of semiparametric estimators
- Additive regression and other nonparametric models
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- An Analysis of Transformations for Additive Nonparametric Regression
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bootstrap simultaneous error bars for nonparametric regression
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent Testing for Serial Correlation of Unknown Form
- Diagnostics for Assessing Regression Models
- EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
- Estimation of additive regression models with known links
- Estimation of Derivatives for Additive Separable Models
- scientific article; zbMATH DE number 3694872 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- Linear smoothers and additive models
- Miscellanea. Efficient estimation of additive nonparametric regression models
- Misclassification of the dependent variable in a discrete-response setting
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Nonparametric and Semiparametric Estimation with Discrete Regressors
- Nonparametric Autoregression with Multiplicative Volatility and Additive mean
- Nonparametric Identification of Nonlinear Time Series: Projections
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric tests of linearity for time series
- On some global measures of the deviations of density function estimates
- On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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Cited in
(42)- Testing the link when the index is semiparametric -- a comparative study
- Estimation and test of linearity for a class of additive nonlinear models
- Derivative estimation and testing in generalized additive models
- A power comparison between nonparametric regression tests.
- A test for additivity in nonparametric regression
- Model specification tests in nonparametric stochastic regression models
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Testing for additivity in nonparametric regression
- An optimal test for the additive model with discrete or categorical predictors
- Testing linearity in semi-parametric functional data analysis
- A significance test for covariates in nonparametric regression
- Testing for additivity in nonparametric quantile regression
- Additivity test on the nonlinear part in partially linear models
- Testing for separability in structural equations
- Testing for additivity with B-splines
- A test for model specification of diffusion processes
- Unified approach to testing functional hypotheses in semiparametric contexts
- Testing additivity in nonparametric regression under mixing conditions
- Quantile regression estimation of partially linear additive models
- Testing in nonparametric varying coefficient additive models
- Assessing additivity in nonparametric models -- a kernel-based method
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
- Semiparametric methods in applied econometrics: do the models fit the data?
- Comparison of Separable Components in Different Samples
- An updated review of goodness-of-fit tests for regression models
- A comparison of different nonparametric methods for inference on additive models
- Tests of Additive Derivative Constraints
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
- Testing for additivity in nonparametric heteroscedastic regression models
- A nonparametric test of significant variables in gradients
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- Testing for additivity in non-parametric regression
- Hypothesis testing in semiparametric additive mixed models
- Nonparametric Inferences for Additive Models
- Testing additive separability of error term in nonparametric structural models
- Nonparametric estimation of stochastic frontier models with weak separability
- Optimal testing for additivity in multiple nonparametric regression
- Breaking the curse of dimensionality in nonparametric testing
- Testing additivity in nonparametric regression under random censorship
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
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