|Title:||Testing for additivity in nonparametric quantile regression|
|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|
|Appears in Collections:||Sonderforschungsbereich (SFB) 823|
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|DP_5211_SFB823_Dette_Guhlich_Neumeyer.pdf||DNB||353.22 kB||Adobe PDF||View/Open|
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