Estimation and Test of Linearity for a Class of Additive Nonlinear Models
Chèze-Payaud, Nathalie ; Poggi, Jean-Michel ; Portier, Bruno
HAL, hal-01633705 / Harvested from HAL
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.
Publié le : 1998-09-04
Classification:  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-01633705,
     author = {Ch\`eze-Payaud, Nathalie and Poggi, Jean-Michel and Portier, Bruno},
     title = {Estimation and Test of Linearity for a Class of Additive Nonlinear Models},
     journal = {HAL},
     volume = {1998},
     number = {0},
     year = {1998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01633705}
}
Chèze-Payaud, Nathalie; Poggi, Jean-Michel; Portier, Bruno. Estimation and Test of Linearity for a Class of Additive Nonlinear Models. HAL, Tome 1998 (1998) no. 0, . http://gdmltest.u-ga.fr/item/hal-01633705/