Model specification tests in nonparametric stochastic regression models
| Contribuinte(s) |
B. Arnold J. de Leeuw |
|---|---|
| Data(s) |
01/01/2002
|
| Resumo |
In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA). |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Academic Press |
| Palavras-Chave | #Statistics & Probability #Additivity #Dependent Process #Model Determination #Nonlinear Time Series #Nonparametric Regression #Semiparametric Autoregression #Nonlinear Time-series #Central Limit-theorem #Goodness-of-fit #Semiparametric Regression #Asymptotic Normality #Random-variables #Linear-models #Square Error #Identification #Estimators #C1 #780101 Mathematical sciences #230204 Applied Statistics |
| Tipo |
Journal Article |
