Gao, Jiti; Tong, Howell; Wolff, Rodney - In: Journal of Multivariate Analysis 83 (2002) 2, pp. 324-359
In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.