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Abstract:
This paper is concerned with the specification test of the nonparametric component in partially nonlinear models with response missing at random. Two quadratic conditional moment test statistics with their asymptotic properties are developed. Our test methods possess the virtue that p-values can be easily determined and Type I error can be asymptotically exact controlled. Further, the tests can also detect the alternatives distinct from the null hypothesis at the optimal nonparametric rate for local smoothing-based methods. Thorough Monte Carlo simulations and an application to one real data set are provided to demonstrate excellent finite-sample performance of the proposed methods. (C) 2019 Elsevier B.V. All rights reserved.
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Source :
STATISTICS & PROBABILITY LETTERS
ISSN: 0167-7152
Year: 2019
Volume: 149
Page: 1-8
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 1
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 5
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