Arbeitspapier
Component analysis for additive models
We consider the component analysis problem for a regression model with an additive structure. The problem is to check the hypothesis of linearity for each component without specifying the structure of the remaining components. In this paper we show that under mild conditions on the design and smoothness of the regression function, each component can be tested with the rate corresponding to the case if all the remaining components were known. The proposed procedure is based on the Haar transform and it is computationally straightforward.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 373 Discussion Paper ; No. 1997,52
- Klassifikation
-
Wirtschaft
- Thema
-
additive model
component analysis
Haar basis
hypothesis of linearity
nonparametric alternative
regression
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Härdle, Wolfgang
Sperlich, Stefan
Spokoiny, Vladimir G.
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (wo)
-
Berlin
- (wann)
-
1997
- Handle
- URN
-
urn:nbn:de:kobv:11-10064328
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Härdle, Wolfgang
- Sperlich, Stefan
- Spokoiny, Vladimir G.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- 1997
Ähnliche Objekte (12)
Nonparametric estimation of additive models with homogeneous components
Semiparametric additive indices for binary response and generalized additive models
COMponent-based Statistical Computing
Estimation in an additive model when the components are linked parametrically
Estimation and testing for varying coefficients in additive models with marginal integration
M robustified additive nonparametric regression
R robustified additive nonparametric regression
Dynamics of state price densities
Flexible time series analysis
Statistical Analysis of Asian WeatherDerivatives
On adaptive estimation in partial linear models
On adaptive estimation in partial linear models
Nonparametric estimation of additive models with homogeneous components
Semiparametric additive indices for binary response and generalized additive models
COMponent-based Statistical Computing
Estimation in an additive model when the components are linked parametrically
Estimation and testing for varying coefficients in additive models with marginal integration
M robustified additive nonparametric regression
R robustified additive nonparametric regression
Dynamics of state price densities
Flexible time series analysis
Statistical Analysis of Asian WeatherDerivatives
On adaptive estimation in partial linear models
On adaptive estimation in partial linear models
Nonparametric estimation of additive models with homogeneous components
Semiparametric additive indices for binary response and generalized additive models
COMponent-based Statistical Computing
Estimation in an additive model when the components are linked parametrically
Estimation and testing for varying coefficients in additive models with marginal integration
M robustified additive nonparametric regression
R robustified additive nonparametric regression
Dynamics of state price densities
Flexible time series analysis
Statistical Analysis of Asian WeatherDerivatives
On adaptive estimation in partial linear models
On adaptive estimation in partial linear models
Verbundene Objekte
