Some problems of testing in single index models

MaRDI QIDQ3513207zbMATH OpenFDO

Authors Xiafeng Zhang, Zhongyi Zhu

Publication date 6 August 2008

zbMATH Keywords

autocorrelationhomoscedasticityP-splinescore testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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(7)

• A constructive hypothesis test for the single-index models with two groups
• Heteroscedasticity checks for single index models
• A new test for heteroscedasticity in single-index models
• Tests for high-dimensional single-index models
• Testing the heteroscedasticity in single-index model
• Single-index modulated multiple testing
• Asymptotic properties of tests for heteroscedasticity in single index models

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