Inferences on single index models

MaRDI QIDQ3409056zbMATH OpenFDO

Authors Fulong Han, Yiqiung Lu, Riquan Zhang

Publication date 7 November 2006

zbMATH Keywords

generalized likelihood ratio testlocal linear methodsingle index modelsWilks phenomenon

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(15)

• Inference of change-point in single index models
• On testing common indices for two multi-index models: a link-free approach
• Statistical inference for the index parameter in single-index models
• Estimation and hypothesis test for single-index multiplicative models
• Optimal rates and adaptation in the single-index model using aggregation
• Structural tests in single-index models
• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
• A bootstrap test for single index models
• Profile likelihood ratio tests for parameter inferences in generalised single-index models
• Simultaneous confidence bands and hypothesis testing for single-index models
• Identifiability of single-index models and additive-index models
• Statistical inferences for single-index models with measurement errors
• The EFM approach for single-index models
• Tests for nonparametric parts on partially linear single index models
• An analysis of single-index model with monotonic link function

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