Lavergne, Pascal; Vuong, Quang - Sonderforschungsbereich 373, Quantifikation und … - 1998
A procedure for testing the signicance 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 effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...
