Abstract
Let X be a d dimensional vector of covariates and Y be the response variable. Underthe nonparametric model Y = m(X) + s(X), the goal is to test if a specic covariate,say Xj ; j=1,...d is signicant in the model. The methodology for completelynonparametric tests has been deeply explored. Zambom and Akritas (2012) proposeda test based on methods of one-way ANOVA when the number of factor lev…