Estimation and test of linearity for a class of additive nonlinear models

This paper deals with the estimation and the test for linearity of models belonging to a class of additive nonlinear ones. We prove the joint asymptotic normality for a kernel estimator and provide a test for linearity of each function defining the model.

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Year of publication:	1998
Authors:	Chèze-Payaud, Nathalie ; Poggi, Jean-Michel ; Portier, Bruno
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 2, p. 189-201
Publisher:	Elsevier
Keywords:	Nonlinear additive models Test for linearity Kernel estimates

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319174