Testing for the parametric parts in a single-index varying-coefficient model

DOI10.1007/S11425-011-4336-0zbMath1274.62268OpenAlexW2257726853MaRDI QIDQ1934455

Zhen-Sheng Huang, Ri-quan Zhang

Publication date: 28 January 2013

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

Full work available at URL: https://doi.org/10.1007/s11425-011-4336-0

zbMATH Keywords

single-index modelsgeneralized likelihood ratioindex parameterlocal smoothing methodWilks' type of phenomenon

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (7)

Composite quantile regression and variable selection in single-index coefficient model ⋮ Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model ⋮ Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial ⋮ Generalized Analysis-of-variance-type Test for the Single-index Quantile Model ⋮ Composite quantile regression for varying-coefficient single-index models ⋮ Statistical inferences for single-index models with measurement errors ⋮ Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

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