Estimation and test of linearity for a class of additive nonlinear models

DOI10.1016/S0167-7152(98)00113-8zbMath0935.62045MaRDI QIDQ1305278

Bruno Portier, Jean-Michel Poggi, Nathalie Chèze-Payaud

Publication date: 8 May 2000

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

zbMATH Keywords

asymptotic normalitynonparametric regressiontest of linearitysimulation studiesparametric estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cites Work

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• On the backfitting algorithm for additive regression models
• A Test of Linearity for Functional Autoregressive Models
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Additivity tests for nonlinear autoregression
• The Invariance Principle for Stationary Processes
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points

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