Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

DOI10.1016/J.CSDA.2006.07.027MaRDI QIDQ1020117zbMATH OpenOpenAlexFDO

Authors Heung Wong, Wai-cheung Ip, Riquan Zhang

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.07.027

zbMATH Keywords

varying-coefficient modelsefficient estimatorgeneralized likelihood ratio testdifferent smoothing variableswilks phenomenon

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• A central limit theorem for generalized quadratic forms
• Functional-Coefficient Autoregressive Models
• Generalised likelihood ratio tests for spectral density
• Generalized likelihood ratio statistics and Wilks phenomenon
• Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Nonparametric Inferences for Additive Models
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Sieve empirical likelihood ratio tests for nonparametric functions
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves

Cited in

(11)

• Inference on coefficient function for varying-coefficient partially linear model
• Varying-coefficient single-index model
• Semiparametric inference on partially linear single-index model
• Statistical inference for the index parameter in single-index models
• New efficient spline estimation for varying-coefficient models with two-step knot number selection
• Varying Coefficient Regression Models: A Review and New Developments
• Testing for the parametric parts in a single-index varying-coefficient model
• Model structure selection in single-index-coefficient regression models
• Statistical inference on parametric part for partially linear single-index model
• Testing the significance of index parameters in varying-coefficient single-index models
• Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data

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