@techreport{0c6f2c43aa7d45c19d4374f41665c2f2,

title = "Tests for Independence in Nonparametric Regression",

abstract = "Consider the nonparametric regression model Y = m(X)+e, where the function m is smooth, but unknown.We construct tests for the independence of e and X, based on n independent copies of (X; Y ).The testing procedures are based on differences of neighboring Y 's.We establish asymptotic results for the proposed tests statistics, investigate their finite sample properties through a simulation study and present an econometric application to household data.The proofs are based on delicate empirical process theory.",

keywords = "empirical process, model diagnostics, nonparametric regression, test for independence, weak convergence",

author = "J.H.J. Einmahl and {van Keilegom}, I.",

note = "Subsequently published in Statistica Sinica, 2008 Pagination: 19",

year = "2006",

language = "English",

volume = "2006-80",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}