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Author:

Zhang, Jun (Zhang, Jun.) | Niu, Cuizhen (Niu, Cuizhen.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣)

Indexed by:

Scopus SCIE

Abstract:

We consider a problem of checking whether the coefficient of the scale and location function is a constant. Both the scale and location functions are modeled as single-index models. Two test statistics based on Kolmogorov-Smirnov and Cramer-von Mises type functionals of the difference of the empirical residual processes are proposed. The asymptotic distribution of the estimator for single-index parameter is derived, and the empirical distribution function of residuals is shown to converge to a Gaussian process. Moreover, the proposed test statistics can be able to detect local alternatives that converge to zero at a parametric convergence rate. A bootstrap procedure is further proposed to calculate critical values. Simulation studies and a real data analysis are conducted to demonstrate the performance of the proposed methods.

Keyword:

Empirical residual process single-index models local linear smoothing

Author Community:

  • [ 1 ] [Zhang, Jun]Shenzhen Univ, Coll Math & Stat, Inst Stat Sci, Shenzhen 518060, Peoples R China
  • [ 2 ] [Niu, Cuizhen]Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
  • [ 3 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Niu, Cuizhen]Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China

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Source :

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS

ISSN: 0103-0752

Year: 2019

Issue: 1

Volume: 33

Page: 57-86

1 . 0 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

Cited Count:

WoS CC Cited Count: 5

SCOPUS Cited Count: 5

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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