Testing the equality of linear single-index models

DOI10.1016/j.jmva.2009.10.006zbMath1185.62076OpenAlexW2014079157MaRDI QIDQ962211

Publication date: 6 April 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.10.006

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

An updated review of goodness-of-fit tests for regression models ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ A method for determining groups in nonparametric regression curves: application to prefrontal cortex neural activity analysis ⋮ A constructive hypothesis test for the single-index models with two groups

Uses Software

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
A simple smooth backfitting method for additive models
Component selection and smoothing in multivariate nonparametric regression
Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
An elementary nonparametric differencing test of equality of regression functions
Comparing nonparametric versus parametric regression fits
Nonparametric smoothing and lack-of-fit tests
Nonparametric comparison of regression curves: An empirical process approach
Direct estimation of the index coefficient in a single-index model
Nonparametric analysis of covariance.
Optimal smoothing in single-index models
Nonparametric estimation of an additive model with a link function
Smooth backfitting in generalized additive models
Semi-parametric estimation of partially linear single-index models
Nonparametric checks for single-index models
Bandwidth selection for smooth backfitting in additive models
ERROR VARIANCE ESTIMATION FOR THE SINGLE-INDEX MODEL
Comparison of Separable Components in Different Samples
SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP
Consistent Estimation of Scaled Coefficients
Efficient estimation of conditional variance functions in stochastic regression
Non-Parametric Analysis of Covariance
Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
Penalized Spline Estimation for Partially Linear Single-Index Models
Graphical Comparison of Nonparametric Curves
Semiparametric Estimation of Index Coefficients
Comparison of Regression Curves Using Quasi-Residuals
On extended partially linear single-index models
Identifiability of single-index models and additive-index models
Direction estimation in single-index regressions
On the Departure from Normality of a Certain Class of Martingales
Bootstrap Test for Difference Between Means in Nonparametric Regression
Smoothing spline ANOVA models

This page was built for publication: Testing the equality of linear single-index models