Authors: | Dette, Holger Guhlich, Matthias Neumeyer, Natalie |
Title: | Testing for additivity in nonparametric quantile regression |
Language (ISO): | en |
Abstract: | In this article we propose a new test for additivity in nonparametric quantile regression with a high dimensional predictor. Asymptotic normality of the corresponding test statistic (after appropriate standardization) is established under the null hypothesis, local and fixed alternatives. We also propose a bootstrap procedure which can be used to improve the approximation of the nominal level for moderate sample sizes. The methodology is also illustrated by means of a small simulation study, and a data example is analyzed. |
Subject Headings: | additive estimation bootstrap nonparametric regression quantile regression |
URI: | http://hdl.handle.net/2003/29283 http://dx.doi.org/10.17877/DE290R-3637 |
Issue Date: | 2012-01-18 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_5211_SFB823_Dette_Guhlich_Neumeyer.pdf | DNB | 353.22 kB | Adobe PDF | View/Open |
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