메뉴 건너뛰기




Volumn 7, Issue 4, 2001, Pages 669-697

Testing additivity by kernel-based methods - What is a reasonable test?

Author keywords

Additive models; Curse of dimensionality; Dimension reduction; Marginal integration estimate; Test of additivity

Indexed keywords


EID: 0742319277     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318732     Document Type: Article
Times cited : (20)

References (39)
  • 2
    • 0000828930 scopus 로고
    • Additive interactive regression models: Circumvention of the curse of dimensionality
    • Andrews, D.W.K. and Whang, Y.-J. (1990) Additive interactive regression models: circumvention of the curse of dimensionality. Econometric Tlieory, 6, 466-479.
    • (1990) Econometric Tlieory , vol.6 , pp. 466-479
    • Andrews, D.W.K.1    Whang, Y.-J.2
  • 3
    • 0000357414 scopus 로고
    • On the use of nonparametric regression for checking linear relationships
    • Azzalini, A. and Bowman, A. (1993) On the use of nonparametric regression for checking linear relationships. J. Roy. Statist. Soc. Ser. B, 55, 549-557.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 549-557
    • Azzalini, A.1    Bowman, A.2
  • 4
    • 21144465198 scopus 로고
    • Testing for additivity of a regression function
    • Barry, D. (1993) Testing for additivity of a regression function. Ann. Statist., 21, 235-254.
    • (1993) Ann. Statist. , vol.21 , pp. 235-254
    • Barry, D.1
  • 5
    • 84972514254 scopus 로고
    • Testing precise hypotheses
    • Berger, J.O. and Delampady, M. (1987) Testing precise hypotheses. Statist. Sei., 2, 317-352.
    • (1987) Statist. Sei. , vol.2 , pp. 317-352
    • Berger, J.O.1    Delampady, M.2
  • 6
    • 0000014224 scopus 로고
    • Linear smoothers and additive models
    • Buja, A., Hastie, T. and Tibshirani, R. (1989) Linear smoothers and additive models. Ann. Statist., 17, 453-555.
    • (1989) Ann. Statist. , vol.17 , pp. 453-555
    • Buja, A.1    Hastie, T.2    Tibshirani, R.3
  • 7
    • 0033248627 scopus 로고    scopus 로고
    • A consistent test for the functional form of a regression based on a difference of variance estimators
    • Dette, H. (1999) A consistent test for the functional form of a regression based on a difference of variance estimators. Ann. Statist., 27, 1012-1040.
    • (1999) Ann. Statist. , vol.27 , pp. 1012-1040
    • Dette, H.1
  • 8
    • 0032344431 scopus 로고    scopus 로고
    • Validation of linear regression models
    • Dette, H. and Munk, A. (1998) Validation of linear regression models. Ann. Statist., 26, 778-800.
    • (1998) Ann. Statist. , vol.26 , pp. 778-800
    • Dette, H.1    Munk, A.2
  • 10
    • 0032359619 scopus 로고    scopus 로고
    • Direct estimation of low-dimensional components in additive models
    • Fan, J., Hardie, W. and Mammen, E. (1998) Direct estimation of low-dimensional components in additive models. Ann. Statist., 26, 943-971.
    • (1998) Ann. Statist. , vol.26 , pp. 943-971
    • Fan, J.1    Hardie, W.2    Mammen, E.3
  • 12
    • 51249161915 scopus 로고
    • Testing the hypothesis of a general linear model using nonparametric regression estimation
    • Gonzâlez-Manteiga, \V. and Cao, R. (1993) Testing the hypothesis of a general linear model using nonparametric regression estimation. Test, 2, 161-188.
    • (1993) Test , vol.2 , pp. 161-188
    • Gonzâlez-Manteiga, V.1    Cao, R.2
  • 13
    • 0038441190 scopus 로고    scopus 로고
    • Testing additivity in generalized nonparametric regression models with estimated parameters
    • To appear.
    • Gozalo, P.L. and Linton, O.B. (2001) Testing additivity in generalized nonparametric regression models with estimated parameters. J. Econometrics. To appear.
    • (2001) J. Econometrics
    • Gozalo, P.L.1    Linton, O.B.2
  • 14
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Hardie, W. and Mammen, E. (1993) Comparing nonparametric versus parametric regression fits. Ann. Statist., 21, 1926-1947.
    • (1993) Ann. Statist. , vol.21 , pp. 1926-1947
    • Hardie, W.1    Mammen, E.2
  • 15
    • 0001872520 scopus 로고
    • Central limit theorem for integrated square error "of multivariate nonparametric density estimators
    • Hall, P. (1984) Central limit theorem for integrated square error "of multivariate nonparametric density estimators. J. Multivariate Anal., 14, 1-16.
    • (1984) J. Multivariate Anal. , vol.14 , pp. 1-16
    • Hall, P.1
  • 17
    • 33749838175 scopus 로고    scopus 로고
    • Rate optimal estimation of additive regression via the integration method in the presence of many covariates
    • Department of Statistics, Yale University
    • Hengartner, N.W. (1996) Rate optimal estimation of additive regression via the integration method in the presence of many covariates. Preprint, Department of Statistics, Yale University.
    • (1996) Preprint
    • Hengartner, N.W.1
  • 18
    • 0040971346 scopus 로고
    • Nonparametric tests of linearity for time series
    • Hjellvik, V and Tjostheim, D. (1995) Nonparametric tests of linearity for time series. Biometrika, 82, 351-368.
    • (1995) Biometrika , vol.82 , pp. 351-368
    • Hjellvik, V.1    Tjostheim, D.2
  • 19
    • 84945116550 scopus 로고
    • Sliced inverse regression for dimension reduction
    • Li, K.-C. (1991) Sliced inverse regression for dimension reduction. J. Amer. Statist. Assoc., 86, 316-342.
    • (1991) J. Amer. Statist. Assoc. , vol.86 , pp. 316-342
    • Li, K.-C.1
  • 20
    • 77956888636 scopus 로고
    • A kernel method of estimating structured nonparametric regression based on marginal integration
    • Linton, O.B. and Nielsen, J.P. (1995) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82, 93-100.
    • (1995) Biometrika , vol.82 , pp. 93-100
    • Linton, O.B.1    Nielsen, J.P.2
  • 21
    • 0000346456 scopus 로고    scopus 로고
    • Estimation of additive regression models with known links
    • Linton, O.B. and Hardie, W. (1996) Estimation of additive regression models with known links. Biometrika, 83, 529-540.
    • (1996) Biometrika , vol.83 , pp. 529-540
    • Linton, O.B.1    Hardie, W.2
  • 22
    • 0001704005 scopus 로고    scopus 로고
    • Efficient estimation of additive nonparametric regression models
    • Linton, O.B. (1997) Efficient estimation of additive nonparametric regression models. Biometrika, 84, 469-473.
    • (1997) Biometrika , vol.84 , pp. 469-473
    • Linton, O.B.1
  • 23
    • 0034373699 scopus 로고    scopus 로고
    • Efficient estimation of generalized additive nonparametric regression models
    • Linton, O.B. (2000) Efficient estimation of generalized additive nonparametric regression models.Econometric Theory, 16, 502-523.
    • (2000) Econometric Theory , vol.16 , pp. 502-523
    • Linton, O.B.1
  • 24
    • 0033233743 scopus 로고    scopus 로고
    • The existence and asymptotic properties of a backfilling projeclion algorilhm under weak conditions
    • Mammen, E., Linton, O.B. and Nielsen, J. (1999) The existence and asymptotic properties of a backfilling projeclion algorilhm under weak conditions. Ann. Statist., 27, 1443-1490.
    • (1999) Ann. Statist. , vol.27 , pp. 1443-1490
    • Mammen, E.1    Linton, O.B.2    Nielsen, J.3
  • 25
    • 0000570384 scopus 로고
    • On non-parametric eslimales of densily functions and regression curves
    • Nadaraya, E.A. (1965) On non-parametric eslimales of densily functions and regression curves. Tlieory Probab. Appl, 10, 186-190.
    • (1965) Tlieory Probab. Appl , vol.10 , pp. 186-190
    • Nadaraya, E.A.1
  • 26
    • 0038102088 scopus 로고    scopus 로고
    • An oplimization interpretation of integration and back-filling eslimators for separable nonparametric models
    • Nielsen, J.P. and Linton, O.B. (1998) An oplimization interpretation of integration and back-filling eslimators for separable nonparametric models. J. Roy. Statist. Soc.'Ser. B, 60, 217-222.
    • (1998) J. Roy. Statist. Soc.'Ser. B , vol.60 , pp. 217-222
    • Nielsen, J.P.1    Linton, O.B.2
  • 27
    • 0031531299 scopus 로고    scopus 로고
    • Fitting a bivariale addilive model by local polynomial regression
    • Opsomer, J.D. and Ruppert, D. (1997) Fitting a bivariale addilive model by local polynomial regression. Ann. Statist., 25, 186-211.
    • (1997) Ann. Statist. , vol.25 , pp. 186-211
    • Opsomer, J.D.1    Ruppert, D.2
  • 28
    • 0345975459 scopus 로고    scopus 로고
    • Estimation of derivatives for additive separable models
    • Severance-Lossin, E. and Sperlich, S. (1999) Estimation of derivatives for additive separable models. Statistics, 33, 241-265.
    • (1999) Statistics , vol.33 , pp. 241-265
    • Severance-Lossin, E.1    Sperlich, S.2
  • 29
    • 0001377295 scopus 로고
    • Weak and strong uniform consistency of the kernel estimate of a density and ils derivalives
    • Silverman, B.W. (1978) Weak and strong uniform consistency of the kernel estimate of a density and ils derivalives. Ann. Statist., 6, 177-184.
    • (1978) Ann. Statist. , vol.6 , pp. 177-184
    • Silverman, B.W.1
  • 30
    • 0001681777 scopus 로고    scopus 로고
    • Integration and backfilling methods in additive models - Finite sample properties and comparison
    • Sperlich, S., Linlon, O.B. and Hardie, W. (1999) Integration and backfilling methods in additive models - finite sample properties and comparison. Test, 8, 419-458.
    • (1999) Test , vol.8 , pp. 419-458
    • Sperlich, S.1    Linlon, O.B.2    Hardie, W.3
  • 33
    • 0001227575 scopus 로고
    • Addilive regression and other nonparametric models
    • Slone, C.J. (1985) Addilive regression and other nonparametric models. Ann. Statist., 13, 689-705.
    • (1985) Ann. Statist. , vol.13 , pp. 689-705
    • Slone, C.J.1
  • 34
    • 0002466394 scopus 로고
    • Nonlinear lime series: A seleclive review
    • Tjostheim, D. (1994) Nonlinear lime series: a seleclive review. Scand. J. Statist., 21, 97-130.
    • (1994) Scand. J. Statist. , vol.21 , pp. 97-130
    • Tjostheim, D.1
  • 35
    • 84950953819 scopus 로고
    • Nonparametric identificalion of nonlinear lime series: Projeclions
    • Tjoslheim, D. and Auestad, B.H. (1994) Nonparametric identificalion of nonlinear lime series: projeclions. J. Amer. Statist. Assoc., 89, 1398-1409.
    • (1994) J. Amer. Statist. Assoc. , vol.89 , pp. 1398-1409
    • Tjoslheim, D.1    Auestad, B.H.2
  • 36
    • 0001497804 scopus 로고
    • One degree of freedom for non-addilivily
    • Tukey, J. (1949) One degree of freedom for non-addilivily. Biometrics, 5, 232-242.
    • (1949) Biometrics , vol.5 , pp. 232-242
    • Tukey, J.1
  • 37
    • 0001762424 scopus 로고
    • Smooth regression analysis
    • Walson, G.S. (1964) Smooth regression analysis. Sankhyä, Ser. A, 26, 359-372.
    • (1964) Sankhyä, Ser.A , vol.26 , pp. 359-372
    • Walson, G.S.1
  • 38
    • 0001673027 scopus 로고
    • Jackknife, bootstrap and other resampling methods in regression analysis
    • Wu, C.F.Y. (1986) Jackknife, bootstrap and other resampling methods in regression analysis. Ann. Statist., 14, 1261-1295.
    • (1986) Ann. Statist. , vol.14 , pp. 1261-1295
    • Wu, C.F.Y.1
  • 39
    • 0000617856 scopus 로고    scopus 로고
    • A consistent test of functional form via nonparametric estimation techniques
    • Zheng, J.X. (1996) A consistent test of functional form via nonparametric estimation techniques. J. Econometrics, 75, 263-289.
    • (1996) J. Econometrics , vol.75 , pp. 263-289
    • Zheng, J.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.