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
收藏
页码：601 / 615
页数：15
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