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

DOI10.1214/14-EJS893zbMATH Open1348.62141MaRDI QIDQ2452106FDOQ2452106

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

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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)

Cites Work

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Cited In (16)

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

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