A bootstrap test for single index models

DOI10.1080/02331880108802746MaRDI QIDQ4547514zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Isabel Proença, Wolfgang K. Härdle

Publication date 6 November 2002

Published in Statistics (Search for Journal in Brave)

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

zbMATH Keywords

specification testkernel estimate

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
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• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• A Goodness-of-Fit Test for Binary Regression Models, Based on Smoothing Methods
• A central limit theorem for generalized quadratic forms
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Comparing nonparametric versus parametric regression fits
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• On the use of nonparametric regression for model checking
• Penalized quasi-likelihood estimation in partial linear models
• Quasi-likelihood Estimation in Semiparametric Models
• Residual variance and residual pattern in nonlinear regression
• Semiparametric estimation of a work-trip mode choice model
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models

Cited in

(8)

• Weighted estimation of single index models with right censored responses
• On bootstrap consistency of MAVE for single index models
• Nonparametric checks for single-index models
• The EFM approach for single-index models
• Beran-based approach for single-index models under censoring
• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
• Simultaneous semiparametric inference for single-index models
• Testing the link when the index is semiparametric -- a comparative study

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