Estimation and Test of Linearity for a Class of Additive Nonlinear Models

Nathalie Chèze-Payaud (1) , Jean-Michel Poggi (2) , Bruno Portier (2)

1 MODAL'X - Modélisation aléatoire de Paris X
2 LM-Orsay - Laboratoire de Mathématiques d'Orsay

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.

Domaines: Statistiques [math.ST]

Nathalie Chèze-Payaud, Jean-Michel Poggi, Bruno Portier. Estimation and Test of Linearity for a Class of Additive Nonlinear Models. Statistics and Probability Letters, 1998, 40 (2), pp.189--201. ⟨10.1016/S0167-7152(98)00113-8⟩. ⟨hal-01633705⟩