Model Specification Tests in Nonparametric Stochastic Regression Models
Description
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.
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| ID Code: | 8422 |
|---|---|
| Item Type: | Contribution to Journal (Journal Article) |
| Refereed: | Yes |
| Measurements or Duration: | 36 pages |
| Keywords: | additivity, dependent process, model determination, nonlinear time series, nonparametric regression, semiparametric autoregression |
| DOI: | 10.1006/jmva.2001.2058 |
| ISSN: | 0047-259X |
| Pure ID: | 34075320 |
| Divisions: | Past > QUT Faculties & Divisions > Faculty of Science and Technology |
| Copyright Owner: | Consult author(s) regarding copyright matters |
| Copyright Statement: | This work is covered by copyright. Unless the document is being made available under a Creative Commons Licence, you must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a Creative Commons License (or other specified license) then refer to the Licence for details of permitted re-use. It is a condition of access that users recognise and abide by the legal requirements associated with these rights. If you believe that this work infringes copyright please provide details by email to qut.copyright@qut.edu.au |
| Deposited On: | 03 Jul 2007 00:00 |
| Last Modified: | 13 May 2024 13:10 |
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