Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104932
Title: A goodness-of-fit test for single-index models
Authors: Xia, Y. 
Li, W.K.
Tong, H.
Zhang, D.
Keywords: Bias correction
Bootstrap
Cramér-von Mises test
Goodness of fit
Local linear smoother
Single-index model
Issue Date: Jan-2004
Citation: Xia, Y.,Li, W.K.,Tong, H.,Zhang, D. (2004-01). A goodness-of-fit test for single-index models. Statistica Sinica 14 (1) : 1-28. ScholarBank@NUS Repository.
Abstract: The single-index model with an unknown link function is a generalized linear model that has been intensively investigated. This article considers a goodness-of-fit test for this model. Cramér-von Mises tests are constructed and the bootstrap method is used to provide p-values. The problem of bias in nonparametric estimation is tackled by the bootstrap method. Therefore, we do not need to undersmooth or oversmooth the link function. Some simulations are reported and some data are used for illustration.
Source Title: Statistica Sinica
URI: http://scholarbank.nus.edu.sg/handle/10635/104932
ISSN: 10170405
Appears in Collections:Staff Publications

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