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

DOI10.2307/3318732zbMath1005.62037OpenAlexW3124138727MaRDI QIDQ5951615

Dette, Holger, 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 modelsdimension reductioncurse of dimensionalitymarginal integration estimatetest of additivity

Mathematics Subject Classification ID

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

Related Items (14)

Optimal testing for additivity in multiple nonparametric regression ⋮ Additivity test on the nonlinear part in partially linear models ⋮ Model checking in Tobit regression via nonparametric smoothing ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Quantile regression estimation of partially linear additive models ⋮ A power comparison between nonparametric regression tests. ⋮ Testing for additivity with B-splines ⋮ A comparison of different nonparametric methods for inference on additive models ⋮ Estimating the error distribution in nonparametric multiple regression with applications to model testing ⋮ Testing for additivity in nonparametric heteroscedastic regression models ⋮ Assessing additivity in nonparametric models -A kernel-based method ⋮ Testing for additivity in non‐parametric regression ⋮ Testing for additivity in nonparametric quantile regression ⋮ Model checking for parametric regressions with response missing at random

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