Hypothesis test for the parameters of linear part in the partial linear EV model

被引：0
作者：
Juan Zhang
Heng-jian Cui
机构：
[1] Capital University of Economics and Business,
[2] Capital Normal University,undefined
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2015年 / 31卷
关键词：
partial linear model; measurement error; bandwidth selection; hypothesis testing; 62F03; 62F05;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：1153 / 1166
页数：13
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