Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
نویسندگان
چکیده
منابع مشابه
Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
Studying model checking problems for partially linear singleindex models, we propose a variant of the integrated conditional moment test using a linear projection weighting function, which gains dimension reduction and makes the proposed method act as if there exists only one covariate even in the presence of multiple dimensional regressors. We derive asymptotic distributions of the proposed te...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2014
ISSN: 1935-7524
DOI: 10.1214/14-ejs893