کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10327527 | 681237 | 2013 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Testing the significance of index parameters in varying-coefficient single-index models
ترجمه فارسی عنوان
تست اهمیت پارامترهای شاخص در مدل های تک شاخص با ضریب متغیر
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موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
چکیده انگلیسی
The varying-coefficient single-index models (VCSIMs) form a class of very flexible and general dimension reduction models, which contain many important regression models such as partially linear models, pure single-index models, partially linear single-index models, varying-coefficient models and so on as special examples. However, the testing problems of the index parameter of the VCSIM have not been very well developed, due partially to the complexity of the models. To this end, based on the estimators obtained by the local linear method and the backfitting technique, we propose the generalized F-type test method to deal with the testing problems of the index parameters of the VCSIM. It is shown that under the null hypothesis the proposed test statistic follows asymptotically a Ï2-distribution with the scale constant and the degrees of freedom being independent of the nuisance parameters or functions, which is called the Wilks phenomenon. Simulated data and real data examples are used to illustrate our proposed methodology.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 57, Issue 1, January 2013, Pages 297-308
Journal: Computational Statistics & Data Analysis - Volume 57, Issue 1, January 2013, Pages 297-308
نویسندگان
Heung Wong, Riquan Zhang, Bartholomew Leung, Zhensheng Huang,