Simultaneous confidence bands and hypothesis testing for single-index models

DOI10.5705/ss.2012.127zbMath1285.62044MaRDI QIDQ5413289

Heng Peng, Kai Dong, Tie Jun Tong, Gao Rong Li

Publication date: 29 April 2014

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2012.127

zbMATH Keywords

local linear smoothers; single-index models; residual variance; adaptive Neyman test; simultaneous confidence bands; difference-based estimators

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62G15: Nonparametric tolerance and confidence regions

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Uses Software

• ConfBands