頁籤選單縮合
題 名 | A Goodness-of-Fit Test for Single-Index Models |
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作 者 | Xia,Yingcun; Li,W. K.; Tong,Howell; Zhang,Dixin; | 書刊名 | Statistica Sinica |
卷 期 | 14:1 2004.01[民93.01] |
頁 次 | 頁1-39 |
各篇題名 | Comments,頁28-34、Rejoinder,頁34-39 |
內 容 | Comments,頁28-34、Rejoinder,頁34-39 |
分類號 | 319.5 |
關鍵詞 | Bias correction; Bootstrap; Cramer-von mises test; Goodness of fit; Local linear smoother; Single-index model; |
語 文 | 英文(English) |
英文摘要 | 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. |
本系統中英文摘要資訊取自各篇刊載內容。