An adaptive-to-model test for partially parametric single-index models

DOI10.1007/s11222-016-9680-zzbMath1505.62451arXiv1510.07144OpenAlexW2275719586MaRDI QIDQ2361467

Xuehu Zhu, Xu Guo, Li Xing Zhu

Publication date: 30 June 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.07144

zbMATH Keywords

model checkingpartial sufficient dimension reductionmodel-adaptationridge-type eigenvalue ratio estimate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (17)

Dimension reduction based on conditional multiple index density function ⋮ Inference for biased transformation models ⋮ Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction ⋮ Dimensionality determination: a thresholding double ridge ratio approach ⋮ Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ Partial linear single-index models with additive distortion measurement errors ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ Dimension reduction-based significance testing in nonparametric regression ⋮ Model checks for functional linear regression models based on projected empirical processes ⋮ Dimension reduction regressions with measurement errors subject to additive distortion ⋮ Central quantile subspace ⋮ Detection of the symmetry of model errors for partial linear single-index models

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