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Testing regression function adequacy in nonlinear multiresponse models

✍ Scribed by James W. Neill; Shie-Shien Yang


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
329 KB
Volume
9
Category
Article
ISSN
0167-7152

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✍ Jiti Gao; Howell Tong; Rodney Wolff πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 235 KB

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.