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- Jones, Barry E., et al.
(författare)
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Nonparametric tests of the necessary and sufficient conditions for separability
- 2007
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Ingår i: Functional Structure Inference. - 1571-0386. - 9780444530615 - 9781849508131 ; 18, s. 33-56
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Bokkapitel (refereegranskat)abstract
- We survey the current state of the art in the use of nonparametric methods to test separability. We focus on three tests: Swofford and Whitney's (1994) joint test of the necessary and sufficient conditions for weak separability; Fleissig and Whitney's (2003) sequential test of those conditions; and Jones and Stracca's (2006) test of the necessary and sufficient conditions for additive separability. We illustrate the latter two tests by applying them to data generated from Barnett and Choi's (1989) WS-branch model. The empirical results show that these two tests are able to correctly identify separable structure in nearly all cases.
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