Nonparametric checks for single-index models
| dc.creator | Stute, Winfried | |
| dc.creator | Zhu, Li-Xing | |
| dc.date | 2005-07-21 | |
| dc.date.accessioned | 2026-07-07T08:07:03Z | |
| dc.date.available | 2026-07-07T08:07:03Z | |
| dc.description | In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distribution-free maximin tests for a large class of local alternatives. Furthermore, characteristic function based goodness-of-fit tests are proposed which are omnibus and able to detect peak alternatives. Simulation results indicate that the approximation through the limit distribution is acceptable already for moderate sample sizes. Applications to two real data sets are illustrated. | |
| dc.description | Published at http://dx.doi.org/10.1214/009053605000000020 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0507416 | |
| dc.identifier | http://arxiv.org/abs/math/0507416 | |
| dc.identifier | Annals of Statistics 2005, Vol. 33, No. 3, 1048-1083 | |
| dc.identifier | doi:10.1214/009053605000000020 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130813 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62H15, 62G08, 62E17. (Primary) | |
| dc.title | Nonparametric checks for single-index models | |
| dc.type | text |