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.
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1997,52
- Classification
-
Wirtschaft
- Subject
-
additive model
component analysis
Haar basis
hypothesis of linearity
nonparametric alternative
regression
- Event
-
Geistige Schöpfung
- (who)
-
Härdle, Wolfgang
Sperlich, Stefan
Spokoiny, Vladimir G.
- Event
-
Veröffentlichung
- (who)
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Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1997
- Handle
- URN
-
urn:nbn:de:kobv:11-10064328
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Härdle, Wolfgang
- Sperlich, Stefan
- Spokoiny, Vladimir G.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1997
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