Neumeyer, Natalie - In: Journal of Multivariate Analysis 100 (2009) 7, pp. 1551-1566
We propose a new test for independence of error and covariate in a nonparametric regression model. The test statistic is based on a kernel estimator for the L2-distance between the conditional distribution and the unconditional distribution of the covariates. In contrast to tests so far...