TY  - GEN 
AU  - Rivas Martínez, Gustavo Ignacio
AU  - Jiménez Gamero, María Dolores
PY  - 2020
UR  - http://hdl.handle.net/20.500.14066/4432
AB  - A common assumption in non-parametric regression models is the independence of the covariate and the error. Some procedures have been suggested for testing that hypothesis. This paper considers a test, whose test statistic compares estimators of the...
LA  - eng
PB  - Taylor & Francis
KW  - Characteristic function
KW  - Computational efficiency
KW  - Consistency
KW  - Non-parametric regression models
KW  - Testing for independence
KW  - Weighted bootstrap
TI  - Computationally efficient approximations for independence tests in non-parametric regression
DO  - 10.1080/00949655.2020.1843038
VL  - 91
ER  -