Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data

被引：0

作者：

陈敏

Kam C.YUEN

朱力行

机构：

[1] Academy of Mathematics and System Sciences, Chinese Academy of Sciences,Department of Statistics and Actuarial Science, the University of Hong Kong,Academy of Mathematics and System Sciences, Chinese Academy of Sciences Beijing 100080, China

[2] ,Hong Kong, China , Beijing 100080, China

[3] Department of Statistics and Actuarial Science, the University of Hong Kong, Hong Kong, China

来源：

Science China Mathematics | 2003年 / 02期

基金：

中国国家自然科学基金;

关键词：

partial linear regression; random censoring; empirical process; model checking;

D O I：

暂无

中图分类号：

O211.9 [概率论的应用];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we discuss the problem of testing the hypothesis that the underlying regression is a partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals, is proposed. The asymptotic distributions of the test statistic under null hypothesis and the local alternative hypothesis are given. The number simulation shows that the test is available.

引用

页码：145 / 158

页数：14

共 15 条

[1] Estimation in partly linear error-in-covariable models with censored data [J].