Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model

DOI10.1080/03610926.2010.539746zbMath1319.62082OpenAlexW2112782494MaRDI QIDQ3168528

Zhen-Sheng Huang

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.539746

zbMATH Keywords

generalized likelihood ratio testlocal linear methodsingle-index varying-coefficient modelWilks' phenomenon

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Model detection and estimation for single-index varying coefficient model

Cites Work

• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• A central limit theorem for generalized quadratic forms
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Generalized likelihood ratio statistics and Wilks phenomenon
• Testing for the parametric parts in a single-index varying-coefficient model
• Statistical inference for the index parameter in single-index models
• Optimal smoothing in single-index models
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Adaptive Varying-Coefficient Linear Models
• Functional-Coefficient Autoregressive Models
• TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
• Generalized likelihood ratio tests for the structure of semiparametric additive models
• Generalised likelihood ratio tests for spectral density
• Nonparametric Inferences for Additive Models
• Unnamed Item

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