Model Specification Tests in Nonparametric Stochastic Regression Models

Jiti Gao; H. Tong; R. Wolff

doi:10.1006/jmva.2001.2058

Model Specification Tests in Nonparametric Stochastic Regression Models

Jiti Gao, H. Tong, R. Wolff

Research output: Contribution to journal › Article › peer-review

20 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 language	English
Pages (from-to)	324-359
Journal	Journal of Multivariate Analysis
Volume	83
DOIs	https://doi.org/10.1006/jmva.2001.2058
Publication status	Published - 2002

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title = "Model Specification Tests in Nonparametric Stochastic Regression Models",

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).",

author = "Jiti Gao and H. Tong and R. Wolff",

year = "2002",

doi = "10.1006/jmva.2001.2058",

language = "English",

volume = "83",

pages = "324--359",

journal = "Journal of Multivariate Analysis",

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AU - Gao, Jiti

AU - Tong, H.

AU - Wolff, R.

PY - 2002

Y1 - 2002

N2 - 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).

AB - 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).

U2 - 10.1006/jmva.2001.2058

DO - 10.1006/jmva.2001.2058

M3 - Article

SN - 0047-259X

VL - 83

SP - 324

EP - 359

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

Model Specification Tests in Nonparametric Stochastic Regression Models

Abstract

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