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dc.contributor.authorDette, Holger-
dc.contributor.authorGuhlich, Matthias-
dc.contributor.authorNeumeyer, Natalie-
dc.date.accessioned2012-01-18T13:20:50Z-
dc.date.available2012-01-18T13:20:50Z-
dc.date.issued2012-01-18-
dc.identifier.urihttp://hdl.handle.net/2003/29283-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-3637-
dc.description.abstractIn 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.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;52/2011en
dc.subjectadditive estimationen
dc.subjectbootstrapen
dc.subjectnonparametric regressionen
dc.subjectquantile regressionen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleTesting for additivity in nonparametric quantile regressionen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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