Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/66283
Authors: 
Härdle, Wolfgang
Sperlich, Stefan
Spokoiny, Vladimir G.
Year of Publication: 
1997
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1997,52
Abstract: 
We consider the component analysis problem for a regression model with an additive structure. The problem is to check the hypothesis of linearity for each component without specifying the structure of the remaining components. In this paper we show that under mild conditions on the design and smoothness of the regression function, each component can be tested with the rate corresponding to the case if all the remaining components were known. The proposed procedure is based on the Haar transform and it is computationally straightforward.
Subjects: 
additive model
component analysis
Haar basis
hypothesis of linearity
nonparametric alternative
regression
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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