Tests for independence in nonparametric regression

被引：0

作者：

Einmahl, John H. J. ^{[1
,2
]}

Van Keilegom, Ingrid ^{[3
]}

机构：

[1] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands

[2] Tilburg Univ, CentER, NL-5000 LE Tilburg, Netherlands

[3] Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium

来源：

STATISTICA SINICA | 2008年 / 18卷 / 02期

关键词：

empirical process; model diagnostics; nonparametric regression; test for independence; weak convergence;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider the nonparametric regression model Y = m(X) + E, where the function m is smooth, but unknown. We construct tests for the independence of E and X, based on n independent copies of (X, Y). The testing procedures are based on differences of neighboring Y's. We establish asymptotic results for the proposed tests statistics, investigate their finite sample properties through a simulation study and present an econometric application to household data. The proofs are based on delicate empirical process theory.

引用

页码：601 / 615

页数：15

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