Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104932
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dc.titleA goodness-of-fit test for single-index models
dc.contributor.authorXia, Y.
dc.contributor.authorLi, W.K.
dc.contributor.authorTong, H.
dc.contributor.authorZhang, D.
dc.date.accessioned2014-10-28T05:09:05Z
dc.date.available2014-10-28T05:09:05Z
dc.date.issued2004-01
dc.identifier.citationXia, 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.
dc.identifier.issn10170405
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104932
dc.description.abstractThe 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.
dc.sourceScopus
dc.subjectBias correction
dc.subjectBootstrap
dc.subjectCramér-von Mises test
dc.subjectGoodness of fit
dc.subjectLocal linear smoother
dc.subjectSingle-index model
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleStatistica Sinica
dc.description.volume14
dc.description.issue1
dc.description.page1-28
dc.identifier.isiutNOT_IN_WOS
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