A significance test for covariates in nonparametric regression

DOI10.1214/15-EJS1005zbMath1309.62076arXiv1403.7063MaRDI QIDQ2340873

Pascal Lavergne, Samuel Maistre, Valentin Patilea

Publication date: 21 April 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7063

zbMATH Keywords

bootstrapkernel smoothing\(U\)-statisticasymptotic pivotal test statistic

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Powerful nonparametric checks for quantile regression ⋮ Significance test for semiparametric conditional average treatment effects and other structural functions ⋮ Testing for the significance of functional covariates ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ Dimension reduction-based significance testing in nonparametric regression ⋮ Specification tests in semiparametric transformation models --- a multiplier bootstrap approach ⋮ An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions

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