Testing additivity in generalized nonparametric regression models with estimated parameters

Pedro Gozalo; Oliver B. Linton

doi:10.1016/s0304-4076(01)00049-5

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Testing additivity in generalized nonparametric regression models with estimated parameters

Pedro Gozalo Oliver B. Linton

Year: 2001 Journal: Journal of Econometrics Vol: 104 (1)Pages: 1-48 Publisher: Elsevier BV

DOI: 10.1016/s0304-4076(01)00049-5

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Keywords:

Mathematics Nonparametric statistics Estimator Additive function Nonparametric regression Interpretability Asymptotic distribution Covariate Statistics Additive model Kernel (algebra) Econometrics Semiparametric regression Asymptotic analysis Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Testing additivity in generalized nonparametric regression models with estimated parameters

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