dc.contributor.author | Abramovich, F. | en |
dc.contributor.author | De Feis, I. | en |
dc.contributor.author | Sapatinas, Theofanis | en |
dc.creator | Abramovich, F. | en |
dc.creator | De Feis, I. | en |
dc.creator | Sapatinas, Theofanis | en |
dc.date.accessioned | 2019-12-02T10:33:17Z | |
dc.date.available | 2019-12-02T10:33:17Z | |
dc.date.issued | 2009 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56336 | |
dc.description.abstract | We 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.source | Annals of the Institute of Statistical Mathematics | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-68649128801&doi=10.1007%2fs10463-007-0164-y&partnerID=40&md5=323e6361fef29044c0fb62f6dc048a0b | |
dc.subject | Regression analysis | en |
dc.subject | Sampling | en |
dc.subject | Nonparametric regression | en |
dc.subject | Additive models | en |
dc.subject | Functional hypothesis testing | en |
dc.subject | Minimax testing | en |
dc.subject | Wavelets | en |
dc.title | Optimal testing for additivity in multiple nonparametric regression | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1007/s10463-007-0164-y | |
dc.description.volume | 61 | |
dc.description.issue | 3 | |
dc.description.startingpage | 691 | |
dc.description.endingpage | 714 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :6</p> | en |
dc.source.abbreviation | Annal.Inst.Stat.Math. | en |
dc.contributor.orcid | Sapatinas, Theofanis [0000-0002-6126-4654] | |
dc.gnosis.orcid | 0000-0002-6126-4654 | |