INFERENCE ON COEFFICIENT FUNCTION FOR VARYING-COEFFICIENT PARTIALLY LINEAR MODEL

被引：0

作者：

Jingyan FENG ^{[1
]}

Riquan ZHANG ^{[2
,1
]}

机构：

[1] Department of Mathematics,Shanxi Datong University

[2] Department of Statistics,East China Normal University

来源：

Journal of Systems Science & Complexity | 2012年 / 25卷 / 06期

基金：

中国国家自然科学基金; 国家教育部博士点专项基金资助;

关键词：

χ~2-distribution; generalized likelihood ratio; optimal rate of convergence; varying-coefficient partially linear model; Wilks phenomenon;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

One important model in handling the multivariate data is the varying-coemcient partially linear regression model.In this paper,the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not.It is showed that the normalized proposed test follows asymptoticallyχ;-distribution and the Wilks phenomenon under the null hypothesis,and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing.Some simulation studies illustrate that the test works well.

引用

页码：1143 / 1157

页数：15

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