Testing for additivity of a regression function

DOI10.1214/aos/1176349024zbMath0771.62033OpenAlexW2086567131MaRDI QIDQ2366737

Daniel Barry

Publication date: 20 September 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349024

zbMATH Keywords

simulationlikelihood ratio testmaximum likelihoodnonparametric regressionBrownian motionsconstant varianceasymptotic null distributionnonstandard likelihood asymptoticsfinite sample size behaviourindependent normalsratio of Brownian sheet variance to error variancetest for departures from additivitytests for additivity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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