• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Wang, Zhaoliang (Wang, Zhaoliang.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根) | Liu, Juanfang (Liu, Juanfang.)

Indexed by:

Scopus SCIE

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.

Keyword:

Partially nonlinear model Quadratic conditional moment test Kernel smoothing U-statistics Missing data

Author Community:

  • [ 1 ] [Wang, Zhaoliang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Wang, Zhaoliang]Henan Polytech Univ, Sch Math & Informat Sci, Jiaozuo 454000, Peoples R China
  • [ 4 ] [Liu, Juanfang]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

Reprint Author's Address:

  • [Wang, Zhaoliang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Show more details

Related Keywords:

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

Affiliated Colleges:

Online/Total:766/10649270
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.