Tests for nonparametric parts on partially linear single index models

被引：0
|
作者：
Ri-quan Zhang
机构：
[1] East China Normal University,Department of Statistics
[2] Shanxi Datong University,Department of Mathematics
来源：
Science in China Series A: Mathematics | 2007年 / 50卷
关键词：
local linear method; partially linear single index models; generalized likelihood ratio test; Wilks phenomenon; -distribution; 62G10; 62G20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Tests for nonparametric parts on partially linear single index models are considered in this paper. Based on the estimates obtained by the local linear method, the generalized likelihood ratio tests for the models are established. Under the null hypotheses the normalized tests follow asymptotically the χ2-distribution with the scale constants and the degrees of freedom being independent of the nuisance parameters, which is called the Wilks phenomenon. A simulated example is used to evaluate the performances of the testing procedures empirically.
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页码：439 / 449
页数：10
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