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2006-06-07Buch DOI: 10.18452/3829
Component Analysis for Additive Models
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorSperlich, Stefan
dc.contributor.authorSpokoiny, Vladimir
dc.date.accessioned2017-06-15T22:16:32Z
dc.date.available2017-06-15T22:16:32Z
dc.date.created2006-06-07
dc.date.issued2006-06-07
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4481
dc.description.abstractWe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectadditive modeleng
dc.subjectcomponent analysiseng
dc.subjectHaar basiseng
dc.subjecthypothesis of linearityeng
dc.subjectnonparametric alternativeeng
dc.subjectregressioneng
dc.subject.ddc330 Wirtschaft
dc.titleComponent Analysis for Additive Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064328
dc.identifier.doihttp://dx.doi.org/10.18452/3829
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages35
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue52
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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