Hypothesis Test for the Parameters of Linear Part in the Partial Linear EV Model

被引：0

作者：

Zhang, Juan ^{[1
]}

Cui, Heng-jian ^{[2
]}

机构：

[1] Capital Univ Econ & Business, Beijing 100070, Peoples R China

[2] Capital Normal Univ, Beijing 100048, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2015年 / 31卷 / 04期

基金：

中国国家自然科学基金;

关键词：

partial linear model; measurement error; bandwidth selection; hypothesis testing; EMPIRICAL LIKELIHOOD; STATISTICAL-INFERENCE; VARIABLE SELECTION;

D O I：

10.1007/s10255-015-0529-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Hypothesis testing for the parametric component in the partial linear errors-in-variables (EV) regression models is discussed in this paper. Based on the corrected profile least square estimator, five test statistics are proposed and the asymptotic null distributions of them are deduced. Simulations have been done to show the performance of these test statistics under null and alternative hypothesis.

引用

页码：1153 / 1166

页数：14

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