Testing independence in nonparametric regression
type: Item
instance of: scholarly article
title: Testing independence in nonparametric regression
zbMATH Open document ID: 1162.62034
author: Natalie Neumeyer
published in: Journal of Multivariate Analysis
publication date: 2009-06-09T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5563139
zbMATH Keywords: bootstrap
zbMATH Keywords: goodness-of-fit
zbMATH Keywords: kernel estimator
zbMATH Keywords: nonparametric regression
zbMATH Keywords: test for independence
describes a project that uses: R
describes a project that uses: sm
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.01.012
OpenAlex ID: W2045883389
cites work: Q4328415
cites work: Testing for the equality of two nonparametric regression curves
cites work: Non-parametric estimation of the residual distribution
cites work: Estimating linear functionals of the error distribution in nonparametric regression
cites work: Estimating the error distribution function in semiparametric regression
cites work: Asymptotic distributions of error density and distribution function estimators in nonparametric regression
cites work: BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
cites work: Q5457409
cites work: Q3502471
cites work: Specification tests in nonparametric regression
cites work: A consistent specification test of independence
cites work: Consistent Nonparametric Entropy-Based Testing
cites work: A Non-Parametric Test of Independence
cites work: Distribution Free Tests of Independence Based on the Sample Distribution Function
cites work: A quadratic measure of deviation of two-dimensional density estimates and a test of independence
cites work: Q3935293
cites work: Testing symmetry of an unknown density function by kernel method
cites work: The empirical distribution function of residuals from generalised regression
cites work: Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
cites work: Comparing nonparametric versus parametric regression fits
cites work: A consistent test of functional form via nonparametric estimation techniques
cites work: Nonparametric model checks for regression
cites work: Model checks for regression: an innovation process approach
cites work: Goodness-of-fit test for linear models based on local polynomials
cites work: A consistent test for the functional form of a regression based on a difference of variance estimators
cites work: Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
cites work: Q4272790
cites work: Testing Heteroscedasticity In Nonparametric Regression
cites work: A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
cites work: Heteroscedasticity checks for regression models
cites work: Testing homoscedasticity in nonparametric regression
cites work: On Non-Parametric Estimates of Density Functions and Regression Curves
cites work: Q5510038
cites work: Q3698077
cites work: Q3125064
cites work: A note on a specification test of independence.
cites work: Bootstrap Approximations in Model Checks for Regression
cites work: A bootstrap version of the residual-based smooth empirical distribution function
cites work: Q4365239
cites work: Bandwidth choice for nonparametric regression
cites work: Central limit theorem for integrated square error of multivariate nonparametric density estimators
cites work: Martingale Central Limit Theorems
cites work: Q3911791
cites work: The jackknife and bootstrap
DOI: 10.1016/J.JMVA.2009.01.012
description: scientific article; zbMATH DE number 5563139