Showing 1 - 5 of 5
Single-index-coefficient regression models (SICRM) have been proposed and used in the literature for avoiding the “curse of dimensionality”. However, there is no efficient model structure determination methodology for the SICRM. This may cause a tendency to use models that are much larger...
Persistent link: https://www.econbiz.de/10011042022
This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the...
Persistent link: https://www.econbiz.de/10011042073
In this paper, we are concerned with statistical inference for the index parameter in the single-index model . Based on the estimates obtained by the local linear method, we extend the generalized likelihood ratio test to the single-index model. We investigate the asymptotic behaviour of the...
Persistent link: https://www.econbiz.de/10008550962
An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution--beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the...
Persistent link: https://www.econbiz.de/10009249317
This article proposes the efficient empirical-likelihood-based inferences for the single component of the parameter and the link function in the single-index model. Unlike the existing empirical likelihood procedures for the single-index model, the proposed profile empirical likelihood for the...
Persistent link: https://www.econbiz.de/10008861601