Title of article
Model Specification Tests in Nonparametric Stochastic Regression Models
Author/Authors
Gao، نويسنده , , Jiti and Tong، نويسنده , , Howell and Wolff، نويسنده , , Rodney، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
36
From page
324
To page
359
Abstract
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.
Keywords
Nonlinear time series , Nonparametric regression , semiparametric autoregression , Additivity , dependent process , model determination
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557829
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