Inference on coefficient function for varying-coefficient partially linear model
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Publication:394394
DOI10.1007/s11424-012-0324-xzbMath1281.62141MaRDI QIDQ394394
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
optimal rate of convergence; \(\chi^2\)-distribution; generalized likelihood ratio; Wilks phenomenon
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
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Cites Work
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- Generalized likelihood ratio statistics and Wilks phenomenon
- Functional-coefficient partially linear regression model
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalised likelihood ratio tests for spectral density
- Nonparametric Inferences for Additive Models