Simultaneous confidence bands and hypothesis testing for single-index models
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Publication:5413289
DOI10.5705/ss.2012.127zbMath1285.62044MaRDI 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
local linear smoothers; single-index models; residual variance; adaptive Neyman test; simultaneous confidence bands; difference-based estimators
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
62G15: Nonparametric tolerance and confidence regions
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