Inference on coefficient function for varying-coefficient partially linear model

DOI10.1007/S11424-012-0324-XzbMath1281.62141OpenAlexW2079578621MaRDI QIDQ394394

Ri-quan Zhang, Jing-Yan Feng

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-0324-x

zbMATH Keywords

optimal rate of convergence\(\chi^2\)-distributiongeneralized likelihood ratioWilks phenomenon

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

Cites Work

• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Generalized likelihood ratio statistics and Wilks phenomenon
• Functional-coefficient partially linear regression model
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalised likelihood ratio tests for spectral density
• Nonparametric Inferences for Additive Models

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