Inference on coefficient function for varying-coefficient partially linear model

DOI10.1007/S11424-012-0324-XzbMATH Open1281.62141OpenAlexW2079578621MaRDI QIDQ394394FDOQ394394

Authors: Riquan Zhang, Jing-Yan Feng 

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0324-x

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zbMATH Keywords

optimal rate of convergence\(\chi^2\)-distributiongeneralized likelihood ratioWilks phenomenon

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Generalized likelihood ratio statistics and Wilks phenomenon
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalised likelihood ratio tests for spectral density
• Nonparametric Inferences for Additive Models
• Functional-coefficient partially linear regression model
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

Cited In (9)

• Identification of non-varying coefficients in varying-coefficient models
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Estimation and inference for varying coefficient partially nonlinear models
• Hypothesis testing for varying coefficient models in tail index regression
• Statistical inference and applications of mixture of varying coefficient models
• Inference on varying-coefficient partially linear regression model
• Partially functional linear varying coefficient model
• Testing in nonparametric varying coefficient additive models
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

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