Nonparametric Testing of an Index Model
نویسنده
چکیده
Following a framework proposed in Bickel, Ritov and Stoker (2001) we propose and analyze the behavior of a broad family of tests for H : E(Y | U, V ) = E(Y | U) when we observe (Ui, Vi, Yi) ∈ Ru i.i.d., i = 1, . . . , n.
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