Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

DOI10.1016/j.csda.2006.07.027zbMath1162.62345OpenAlexW1997109475MaRDI QIDQ1020117

Heung Wong, Wai-Cheung Ip, Ri-quan Zhang

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.027

zbMATH Keywords

efficient estimatorgeneralized likelihood ratio testvarying-coefficient modelsdifferent smoothing variableswilks phenomenon

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Testing the significance of index parameters in varying-coefficient single-index models ⋮ Model structure selection in single-index-coefficient regression models ⋮ Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data ⋮ Inference on coefficient function for varying-coefficient partially linear model ⋮ Testing for the parametric parts in a single-index varying-coefficient model ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Statistical inference for the index parameter in single-index models ⋮ New efficient spline estimation for varying-coefficient models with two-step knot number selection ⋮ Semiparametric inference on partially linear single-index model ⋮ Varying-coefficient single-index model ⋮ Statistical inference on parametric part for partially linear single-index model

Cites Work

• Unnamed Item
• A central limit theorem for generalized quadratic forms
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Sieve empirical likelihood ratio tests for nonparametric functions
• Generalized likelihood ratio statistics and Wilks phenomenon
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• Functional-Coefficient Autoregressive Models
• Generalised likelihood ratio tests for spectral density
• Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables
• Nonparametric Inferences for Additive Models