Dette, HolgerGuhlich, MatthiasNeumeyer, Natalie2012-01-182012-01-182012-01-18http://hdl.handle.net/2003/2928310.17877/DE290R-3637In 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.enDiscussion Paper / SFB 823;52/2011additive estimationbootstrapnonparametric regressionquantile regression310330620working paper