Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model
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Publication:3168528
DOI10.1080/03610926.2010.539746zbMath1319.62082OpenAlexW2112782494MaRDI QIDQ3168528
Publication date: 31 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.539746
generalized likelihood ratio testlocal linear methodsingle-index varying-coefficient modelWilks' phenomenon
Related Items (4)
Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Model detection and estimation for single-index varying coefficient model
Cites Work
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- A central limit theorem for generalized quadratic forms
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Testing for the parametric parts in a single-index varying-coefficient model
- Statistical inference for the index parameter in single-index models
- Optimal smoothing in single-index models
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Adaptive Varying-Coefficient Linear Models
- Functional-Coefficient Autoregressive Models
- TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- Generalised likelihood ratio tests for spectral density
- Nonparametric Inferences for Additive Models
- Unnamed Item
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