Statistical inference on parametric part for partially linear single-index model

DOI10.1007/S11425-009-0079-6zbMath1178.62043OpenAlexW2024742157MaRDI QIDQ1047848

Ri-quan Zhang, Zhen-Sheng Huang

Publication date: 6 January 2010

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0079-6

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (9)

Testing structural change in partially linear single-index models with error-prone linear covariates ⋮ Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components ⋮ Testing for the parametric parts in a single-index varying-coefficient model ⋮ Graph matching by simplified convex-concave relaxation procedure ⋮ Statistical inference on restricted partially linear additive errors-in-variables models ⋮ Statistical estimation in partially linear single-index models with error-prone linear covariates ⋮ Profile statistical inference for partially linear additive models with a diverging number of parameters ⋮ Estimation of partially linear single-index spatial autoregressive model ⋮ Corrected empirical likelihood inference for right-censored partially linear single-index model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Tests for nonparametric parts on partially linear single index models
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Sieve empirical likelihood ratio tests for nonparametric functions
• Generalized likelihood ratio statistics and Wilks phenomenon
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Weak and strong uniform consistency of kernel regression estimates
• Sliced Inverse Regression for Dimension Reduction
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Generalised likelihood ratio tests for spectral density
• Nonparametric Inferences for Additive Models

This page was built for publication: Statistical inference on parametric part for partially linear single-index model