Simultaneous confidence bands and hypothesis testing for single-index models

DOI10.5705/ss.2012.127zbMath1285.62044OpenAlexW2134182851MaRDI QIDQ5413289

Heng Peng, Kai Dong, Tie Jun Tong, Gao Rong Li

Publication date: 29 April 2014

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2012.127

zbMATH Keywords

local linear smootherssingle-index modelsresidual varianceadaptive Neyman testsimultaneous confidence bandsdifference-based estimators

Mathematics Subject Classification ID

Related Items (24)

Dimension reduction based on conditional multiple index density function ⋮ Adaptive semiparametric estimation for single index models with jumps ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Partial index additive models with additive distortion measurement errors ⋮ Single-index relative error regression models ⋮ On the single-index model estimate of the conditional density function: consistency and implementation ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ Correlation analysis with additive distortion measurement errors ⋮ A new relative error estimation for partially linear multiplicative model ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Model checking for multiplicative linear regression models with mixed estimators ⋮ Partial linear single-index models with additive distortion measurement errors ⋮ Exploring the constant coefficient of a single-index variation ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ A constructive hypothesis test for the single-index models with two groups ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Dimension reduction regressions with measurement errors subject to additive distortion ⋮ Estimation and variable selection for partial linear single-index distortion measurement errors models ⋮ SIMEX estimation for single-index model with covariate measurement error ⋮ Efficient estimation in heteroscedastic single-index models ⋮ Detection of the symmetry of model errors for partial linear single-index models ⋮ Robust MAVE for single-index varying-coefficient models ⋮ New estimation for heteroscedastic single-index measurement error models

Uses Software

• ConfBands

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