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

Abstract : 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.
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01633705
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Submitted on : Monday, November 13, 2017 - 11:58:39 AM
Last modification on : Wednesday, September 16, 2020 - 4:05:36 PM

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

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