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Stat Sin. 2014;24:1143-1160. doi: 10.5705/ss.2012.230.

A note on a nonparametric regression test through penalized splines.

Statistica Sinica

Huaihou Chen, Yuanjia Wang, Runze Li, Katherine Shear

Affiliations

  1. New York University.
  2. Columbia University.
  3. Pennsylvania State University.

PMID: 25076817 PMCID: PMC4112131 DOI: 10.5705/ss.2012.230

Abstract

We examine a test of a nonparametric regression function based on penalized spline smoothing. We show that, similarly to a penalized spline estimator, the asymptotic power of the penalized spline test falls into a small-

Keywords: Goodness of fit; Likelihood ratio test; Nonparametric regression; Partial linear model; Spectral decomposition

References

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