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dc.contributor.authorAbramovich, F.en
dc.contributor.authorDe Feis, I.en
dc.contributor.authorSapatinas, Theofanisen
dc.creatorAbramovich, F.en
dc.creatorDe Feis, I.en
dc.creatorSapatinas, Theofanisen
dc.date.accessioned2019-12-02T10:33:17Z
dc.date.available2019-12-02T10:33:17Z
dc.date.issued2009
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/56336
dc.description.abstractWe consider the problem of testing for additivity in the standard multiple nonparametric regression model. We derive optimal (in the minimax sense) non- adaptive and adaptive hypothesis testing procedures for additivity against the composite nonparametric alternative that the response function involves interactions of second or higher orders separated away from zero in L 2([0, 1] d )-norm and also possesses some smoothness properties. In order to shed some light on the theoretical results obtained, we carry out a wide simulation study to examine the finite sample performance of the proposed hypothesis testing procedures and compare them with a series of other tests for additivity available in the literature. © 2008 The Institute of Statistical Mathematics, Tokyo.en
dc.sourceAnnals of the Institute of Statistical Mathematicsen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-68649128801&doi=10.1007%2fs10463-007-0164-y&partnerID=40&md5=323e6361fef29044c0fb62f6dc048a0b
dc.subjectRegression analysisen
dc.subjectSamplingen
dc.subjectNonparametric regressionen
dc.subjectAdditive modelsen
dc.subjectFunctional hypothesis testingen
dc.subjectMinimax testingen
dc.subjectWaveletsen
dc.titleOptimal testing for additivity in multiple nonparametric regressionen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1007/s10463-007-0164-y
dc.description.volume61
dc.description.issue3
dc.description.startingpage691
dc.description.endingpage714
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeArticleen
dc.description.notes<p>Cited By :6</p>en
dc.source.abbreviationAnnal.Inst.Stat.Math.en
dc.contributor.orcidSapatinas, Theofanis [0000-0002-6126-4654]
dc.gnosis.orcid0000-0002-6126-4654


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