Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models

DOI10.1016/J.CSDA.2021.107301OpenAlexW3177480492MaRDI QIDQ2242174FDOQ2242174

Authors: Kai Xu, Yeqing Zhou 

Publication date: 9 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107301

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zbMATH Keywords

single-index modelgoodness-of-fit testingcumulative divergenceprojection covarianceprojection-averaging

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (2)

• A test of U-type for goodness-of-fit in regression models through martingale difference divergence
• A minimum projected-distance test for parametric single-index Berkson models

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