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~institution:"Internationaler Währungsfonds"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~language:"spa"
~person:"Yang, Lijian"
~subject:"Statistical theory"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjostheim, Dag
;
Yang, Lijian
-
1998
statistics
for testing the presence of interactions are proposed. Asymptotics for the test functions are obtained, but in this …
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