Nonparametric significance testing and group variable selection
نویسندگان
چکیده
منابع مشابه
Nonparametric significance testing
A procedure for testing the signi cance of a subset of explanatory variables in a nonparametric regression is proposed Our test statistic uses the kernel method Under the null hypothesis of no e ect of the variables under test we show that our test statistic has a nh standard normal limiting distribution where p is the dimension of the complete set of regressors Our test is one sided consistent...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.08.014