Testing for additivity in nonparametric quantile regression

dc.contributor.author	Dette, Holger
dc.contributor.author	Guhlich, Matthias
dc.contributor.author	Neumeyer, Natalie
dc.date.accessioned	2012-01-18T13:20:50Z
dc.date.available	2012-01-18T13:20:50Z
dc.date.issued	2012-01-18
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/29283
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-3637
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;52/2011	en
dc.subject	additive estimation	en
dc.subject	bootstrap	en
dc.subject	nonparametric regression	en
dc.subject	quantile regression	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Testing for additivity in nonparametric quantile regression	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

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