NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
We consider an additive model with second-order interaction terms. Both marginal integration estimators and a combined backfitting-integration estimator are proposed for all components of the model and their derivatives. The corresponding asymptotic distributions are derived. Moreover, two test statistics for testing the presence of interactions are proposed. Asymptotics for the …