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• W2045883389 abstract "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 available in literature, the test can be applied in the important case of multivariate covariates. It can also be adjusted for models with heteroscedastic variance. Asymptotic normality of the test statistic is shown. Simulation results and a real data example are presented." @default.
• W2045883389 created "2016-06-24" @default.
• W2045883389 creator A5000391735 @default.
• W2045883389 date "2009-08-01" @default.
• W2045883389 modified "2023-09-28" @default.
• W2045883389 title "Testing independence in nonparametric regression" @default.
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• W2045883389 doi "https://doi.org/10.1016/j.jmva.2009.01.012" @default.
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