Integrated conditional moment test for partially linear single index models incorporating dimension-reduction

DOI10.1214/14-EJS893MaRDI QIDQ2452106zbMATHFDO

Authors Shujie Ma, Jun Zhang, Zihua Sun, Hua Liang

Publication date 30 May 2014

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1399901043

zbMATH Keywords

dimension reductionconditional moment testcurse of dimensionalityempirical processlinear projectionestimating function methodprojection directionsmoothing-based tests

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
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• Semi-parametric estimation of partially linear single-index models
• Semiparametric and nonparametric methods in econometrics
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• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Testing goodness-of-fit in regression via order selection criteria
• The EFM approach for single-index models
• Weak convergence and empirical processes. With applications to statistics

Cited in

(20)

• Consistent test for parametric models with right-censored data using projections
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models
• Nonparametric model checks of single-index assumptions
• Goodness-of-fit test for partial functional linear model with errors in scalar covariates
• Testing conditional independence with data missing at random
• A projection-based consistent test incorporating dimension-reduction in partially linear models
• Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction
• Estimation and hypothesis test for partial linear single-index multiplicative models
• Detection of the symmetry of model errors for partial linear single-index models
• An adaptive-to-model test for partially parametric single-index models
• Improved model checking methods for parametric models with responses missing at random
• A model-adaptive test for parametric single-index time series models
• A Review on Dimension-Reduction Based Tests For Regressions
• Model diagnostics of parametric Tobit model based on cumulative residuals
• Consistent test of error-in-variables partially linear model with auxiliary variables
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
• Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
• Analysis of double single index models
• Model checking for multiplicative linear regression models with mixed estimators

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