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

DOI10.4134/JKMS.2010.47.2.385zbMath1182.62100MaRDI QIDQ5189792

Ri-quan Zhang, Zhen-Sheng Huang

Publication date: 11 March 2010

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

zbMATH Keywords

generalized likelihood ratio test; Wilks phenomenon; varying-coefficient single-index model; local linear method; averaged method; back-fitting algorithms

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

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