A constructive hypothesis test for the single-index models with two groups

DOI10.1007/S10463-017-0616-YzbMATH Open1407.62145OpenAlexW2755790459MaRDI QIDQ1786905FDOQ1786905

Authors: Jun Zhang, Zhenghui Feng, Xiaoguang Wang 

Publication date: 25 September 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0616-y

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zbMATH Keywords

single-index modelsmodel checkinglocal linear smoothingempirical residual process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Optimal smoothing in single-index models
• Title not available (Why is that?)
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
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• On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
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• Comparison of Regression Curves Using Quasi-Residuals
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• Nonparametric comparison of regression curves by local linear fitting.
• Simultaneous confidence bands and hypothesis testing for single-index models
• Robust comparison of regression curves
• Variable selection and estimation for semi-parametric multiple-index models

Cited In (8)

• Exploring the constant coefficient of a single-index variation
• Regression function comparison for paired data
• On testing common indices for two multi-index models: a link-free approach
• Heteroscedasticity checks for single index models
• The empirical process of residuals from an inverse regression
• Checking normality of model errors under additive distortion measurement errors
• A new test for heteroscedasticity in single-index models
• Testing the equality of linear single-index models

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