Model Specification Tests in Nonparametric Stochastic Regression Models

Jiti Gao, H. Tong, R. Wolff

    Research output: Contribution to journalArticlepeer-review

    19 Citations (Scopus)

    Abstract

    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).
    Original languageEnglish
    Pages (from-to)324-359
    JournalJournal of Multivariate Analysis
    Volume83
    DOIs
    Publication statusPublished - 2002

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