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Testing additivity in nonparametric regression under random censorship

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  • Debbarh, Mohammed
  • Viallon, Vivian

Abstract

In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic which is shown to be asymptotically normally distributed under the additive assumption, and which could then be used to test for additivity in the multivariate censored regression setting.

Suggested Citation

  • Debbarh, Mohammed & Viallon, Vivian, 2008. "Testing additivity in nonparametric regression under random censorship," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2584-2591, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2584-2591
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    References listed on IDEAS

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    1. González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe, 2002. "A note on variable selection in nonparametric regression with dependent data," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 259-268, April.
    2. Newey, Whitney K., 1994. "Kernel Estimation of Partial Means and a General Variance Estimator," Econometric Theory, Cambridge University Press, vol. 10(2), pages 1-21, June.
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    4. Kohler, Michael & Máthé, Kinga & Pintér, Márta, 2002. "Prediction from Randomly Right Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 73-100, January.
    5. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
    6. Lai, T. L. & Ying, Z. L. & Zheng, Z. K., 1995. "Asymptotic Normality of a Class of Adaptive Statistics with Applications to Synthetic Data Methods for Censored Regression," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 259-279, February.
    7. Carbonez A. & Györfi L. & Meulen E.C. van der, 1995. "Partitioning-Estimates Of A Regression Function Under Random Censoring," Statistics & Risk Modeling, De Gruyter, vol. 13(1), pages 21-38, January.
    8. Stephan Derbort & Holger Dette & Axel Munk, 2002. "A Test for Additivity in Nonparametric Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 60-82, March.
    9. Dabrowska, D. M., 1995. "Nonparametric Regression with Censored Covariates," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 253-283, August.
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    Cited by:

    1. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.

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