Dr. Michael Levine

In this talk I will continue the discussion of testing functional
components of the mean function in the multivariate nonparametric
regression.   We will mostly concentrate on the schemes that can be
loosely described as "Functional ANOVA approach". This area saw some
significant activity in 1990's and early 2000's; some of the main
authors are 1) H. Dette, A. Munk and their students 2) L.Stefanski and
J. Hart 3) D. Barry 4) L. Yang and his students.  Many of these
approaches can be carried over (after some suitable modification) to the
testing of functional components in the nonlinear time series models. I
will try to discuss this connection between the nonparametric regression
and time series theory. Time permitting, I will also mention some
possible applications of this theory.