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

Nathalie Chèze-Payaud, Jean-Michel Poggi and Bruno Portier

Statistics & Probability Letters, 1998, vol. 40, issue 2, 189-201

Abstract: 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.

Keywords: Nonlinear; additive; models; Test; for; linearity; Kernel; estimates (search for similar items in EconPapers)
Date: 1998
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