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Nonparametric regression with the scale depending on auxiliary variable

✍ Scribed by Efromovich, Sam


Book ID
125861993
Publisher
Institute of Mathematical Statistics
Year
2013
Tongue
English
Weight
449 KB
Volume
41
Category
Article
ISSN
0090-5364

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We develop a nonparametric test, based on kernel smoothers, in order to decide whether some covariates could be suppressed in a multidimensional nonparametric regression study. We give the asymptotic distribution of the statistic involved in our test, under a general dependence assumption on the sam