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Some Methodological Aspects of Validation of Models in Nonparametric Regression

✍ Scribed by Holger Dette; Axel Munk


Book ID
108542487
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
299 KB
Volume
57
Category
Article
ISSN
0039-0402

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Analysis of Variance in Nonparametric Re
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In a nonparametric regression model with a multivariate explanatory variable we consider the problem of testing the hypothesis that specific interactions in a canonical decomposition of the model vanish. A simple consistent test is developed which is based on the difference between the corresponding