TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

DOI10.4134/JKMS.2010.47.2.385MaRDI QIDQ5189792zbMATH OpenFDO

Authors Riquan Zhang, Zhensheng Huang

Publication date 11 March 2010

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

generalized likelihood ratio testWilks phenomenonvarying-coefficient single-index modelaveraged methodlocal linear methodback-fitting algorithms

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Testing for the parametric parts in a single-index varying-coefficient model
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• Tests for variance components in varying coefficient mixed models
• Estimation and testing for partially linear single-index models
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• Estimation for a partially linear single-index varying-coefficient model
• Testing the constancy in varying-coefficient regression models

Cited in

(10)

• Empirical likelihood for varying-coefficient single-index model with right-censored data
• Nonparametric inference for single-index function in varying-coefficient single-index model
• Empirical likelihood-based inference in varying-coefficient single-index models
• Testing for the parametric parts in a single-index varying-coefficient model
• Testing the significance of index parameters in varying-coefficient single-index models
• Inference for nonparametric parts in single-index varying-coefficient model
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• Estimation for partially varying-coefficient single-index models with distorted measurement errors
• Generalized analysis-of-variance-type test for the single-index quantile model
• Varying-coefficient single-index measurement error model

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