Integrated conditional moment test for partially linear single index models incorporating dimension-reduction

DOI10.1214/14-EJS893zbMath1348.62141MaRDI QIDQ2452106

Hua Liang, Jun Zhang, Zihua Sun, Shujie Ma

Publication date: 30 May 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1399901043

zbMATH Keywords

dimension reductionempirical processcurse of dimensionalitylinear projectionconditional moment testestimating function methodprojection directionsmoothing-based tests

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09)

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