A bootstrap test for single index models

DOI10.1080/02331880108802746zbMath0996.62042OpenAlexW2570970012MaRDI QIDQ4547514

Isabel Proença, Enno Mammen, Wolfgang Karl Härdle

Publication date: 6 November 2002

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/3994

zbMATH Keywords

kernel estimatespecification test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (6)

The EFM approach for single-index models ⋮ Beran-based approach for single-index models under censoring ⋮ On bootstrap consistency of MAVE for single index models ⋮ Weighted estimation of single index models with right censored responses ⋮ Testing the link when the index is semiparametric -- a comparative study ⋮ Nonparametric checks for single-index models

Uses Software

• XploRe
• Fahrmeir

Cites Work

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• Maximum Likelihood Specification Testing and Conditional Moment Tests
• A central limit theorem for generalized quadratic forms
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Semiparametric estimation of a work-trip mode choice model
• Comparing nonparametric versus parametric regression fits
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Penalized quasi-likelihood estimation in partial linear models
• Residual variance and residual pattern in nonlinear regression
• On the use of nonparametric regression for model checking
• Quasi-likelihood Estimation in Semiparametric Models
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• A Goodness-of-Fit Test for Binary Regression Models, Based on Smoothing Methods

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