Nonparametric checks for single-index models

DOI10.1214/009053605000000020zbMath1080.62023arXivmath/0507416OpenAlexW3100643301MaRDI QIDQ2569234

Publication date: 18 October 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507416

zbMATH Keywords

omnibus tests maximin tests peak alternatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Stochastically weighted average conditional moment tests of functional form, An adaptive-to-model test for partially parametric single-index models, Minimum distance partial linear regression model checking with Berkson measurement errors, Estimation for Functional Single Index Models with Unknown Link Functions, Generalized empirical likelihood testing in semiparametric conditional moment restrictions models, On kernel method for sliced average variance estimation, Testing for multivariate volatility functions using minimum volume sets and inverse regression, Empirical likelihood for single-index models with responses missing at random, Testing semiparametric conditional moment restrictions using conditional martingale transforms, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, Parameter estimation for a generalized semiparametric model with repeated measurements, Goodness-of-fit tests for vector autoregressive models in time series, Estimation for a partial-linear single-index model, Estimation and hypothesis test on partial linear models with additive distortion measurement errors, Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach, Nonparametric checks for varying coefficient models with missing response at random, An updated review of goodness-of-fit tests for regression models, Variable selection for single-index varying-coefficient model, A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression, Partially linear varying coefficient models with missing at random responses, Change-point detection for the link function in a single-index model, Multi-index regression models with missing covariates at random, Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling, Partial linear single index models with distortion measurement errors, Empirical likelihood based goodness-of-fit testing for generalized linear mixed models, Partial linear additive distortion measurement errors models, Diagnostic checking for conditional heteroscedasticity models, A direct approach to inference in nonparametric and semiparametric quantile models, A post-screening diagnostic study for ultrahigh dimensional data, On completely data-driven bandwidth selection for single-index models, Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach, A relative error estimation approach for multiplicative single index model, Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model, Model checking for multiplicative linear regression models with mixed estimators, Structural test in regression on functional variables, Asymptotics of SIMEX-based variance estimation, Analysis of Double Single Index Models, A Review on Dimension-Reduction Based Tests For Regressions, Estimating the Error Distribution in a Single-Index Model, Testing the adequacy of semiparametric transformation models, Mean response estimation with missing response in the presence of high-dimensional covariates, Integrated conditional moment test for partially linear single index models incorporating dimension-reduction, Exploring the constant coefficient of a single-index variation, The empirical likelihood goodness-of-fit test for regression models, A projection-based consistent test incorporating dimension-reduction in partial linear models, A score type test for general autoregressive models in time series, Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models, Dimension Reduction in Regressions through Weighted Variance Estimation, Diagnostic checking for multivariate regression models, Dimension reduction-based significance testing in nonparametric regression, Testing the equality of linear single-index models, Testing single-index restrictions with a focus on average derivatives, Estimation of single index model with missing response at random, Empirical Likelihood for Generalized Partially Linear Single-index Models, Beran-based approach for single-index models under censoring, Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models, Weighted estimation of single index models with right censored responses, Breaking the curse of dimensionality in nonparametric testing, Heteroscedasticity checks for single index models, A distribution-based Lasso for a general single-index model, Estimation and hypothesis test for single-index multiplicative models, Semiparametric Regression Models with Applications to Scoring: A Review, Efficient empirical-likelihood-based inferences for the single-index model, Statistical inference for linear regression models with additive distortion measurement errors, A constructive hypothesis test for the single-index models with two groups, Empirical likelihood for single-index models, Asymptotics for sliced average variance estimation, On splines approximation for sliced average variance estimation, Semiparametric models with single-index nuisance parameters, Estimation and hypothesis test for partial linear multiplicative models, Pairwise distance-based tests for conditional symmetry, Model checking for partially linear models with missing responses at random, A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies, Tests for validity of the semiparametric heteroskedastic transformation model, Dimension reduction regressions with measurement errors subject to additive distortion, Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model, ERROR VARIANCE ESTIMATION FOR THE SINGLE-INDEX MODEL, Inference on a regression model with noised variables and serially correlated errors, A goodness-of-fit test for a varying-coefficients model in longitudinal studies, Goodness-of-fit testing for varying-coefficient models, Estimation of partially linear single-index spatial autoregressive model, Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model, Testing conditional independence via Rosenblatt transforms, A non-iterative approach to estimating parameters in a linear structural equation model, Empirical likelihood for single index model with missing covariates at random, Robust comparison of regression curves, On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models, Nonparametric check for partial linear errors-in-covariables models with validation data

Cites Work