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… (More)



Citations per Year

Citation Velocity: 6

Averaging 6 citations per year over the last 3 years.

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