Tests for nonparametric parts on partially linear single index models

DOI10.1007/s11425-007-2059-zzbMath1112.62040OpenAlexW1965935872MaRDI QIDQ885563

Ri-quan Zhang

Publication date: 14 June 2007

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-2059-z

zbMATH Keywords

generalized likelihood ratio testWilks phenomenonlocal linear methodpartially linear single index models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Adaptive structure inferences on partially linear error-in-function models with error-prone covariates ⋮ Estimation in Partially Linear Single-Index Models with Missing Covariates ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Zero finite-order serial correlation test in a partially linear single-index model ⋮ Large-sample estimation and inference in multivariate single-index models ⋮ Estimation of single index model with missing response at random ⋮ Weighted estimation of single index models with right censored responses ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Statistical inference on parametric part for partially linear single-index model ⋮ Statistical inferences for single-index models with measurement errors

Cites Work

• Unnamed Item
• A central limit theorem for generalized quadratic forms
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Generalized likelihood ratio statistics and Wilks phenomenon
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Generalised likelihood ratio tests for spectral density
• Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables
• Nonparametric Inferences for Additive Models

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