Oracally efficient estimation for single-index link function with simultaneous confidence band

L Gu, L Yang - 2015 - projecteuclid.org
Over the last twenty-five years, various n-consistent estimators have been devised for the
coefficient vector in the popular semiparametric single-index model. In this paper, we prove …

Unified Specification Tests in Partially Linear Time Series Models

S Sun, Z Song, X Song - Computational Statistics & Data Analysis, 2024 - Elsevier
Based on a residual marked empirical process, Cramér–von Mises and Kolmogorov–
Smirnov tests are proposed for the correct specification of the nonparametric components in …

Estimation and hypothesis test for partial linear single-index multiplicative models

J Zhang, X Cui, H Peng - Annals of the Institute of Statistical Mathematics, 2020 - Springer
Estimation and hypothesis test for partial linear single-index multiplicative models are
considered in this paper. To estimate unknown single-index parameter, we propose a profile …

Model checking for logistic models when the number of parameters tends to infinity

X Li, F Chen, H Liang, D Ruppert - Journal of Computational and …, 2023 - Taylor & Francis
We propose a projection-based test to check logistic regression models when the dimension
of the covariate vector may be divergent. The proposed test achieves a reduction in …

A projection-based consistent test incorporating dimension-reduction in partially linear models

Z Sun, F Chen, H Liang, D Ruppert - Statistica Sinica, 2021 - JSTOR
We propose a projection-based test to check partially linear models. The proposed test
achieves a reduction in dimension and, in the presence of multiple linear regressors …

Estimation and hypothesis test for varying coefficient single-index multiplicative models

J Zhang, X Zhu, G Li - Journal of Statistical Computation and …, 2024 - Taylor & Francis
Estimation and hypothesis test for varying coefficient single-index multiplicative models are
considered in this paper. To estimate an unknown single-index parameter, a profile product …

[HTML][HTML] Improved model checking methods for parametric models with responses missing at random

Z Sun, F Chen, X Zhou, Q Zhang - Journal of Multivariate Analysis, 2017 - Elsevier
In this paper, we consider the lack-of-fit test of a parametric model when the response
variable is missing at random. The popular imputation and inverse probability weighting …

[HTML][HTML] Consistent test of error-in-variables partially linear model with auxiliary variables

Z Sun, X Ye, L Sun - Journal of Multivariate Analysis, 2015 - Elsevier
In this paper, we investigate the model checking problem of a partially linear model when
some covariates are measured with error and some auxiliary variables are supplied. The …

EFFICIENT DIAGNOSTICS FOR PARAMETRIC REGRESSION MODELS WITH DISTORTION MEASUREMENT ERRORS INCORPORATING DIMENSION …

Z Sun, F Chen, H Liang - Statistica Sinica, 2022 - JSTOR
In this work, we study the diagnostics of parametric regression models when both the
response variable and the covariates are distorted by errors. We employ a projected …

Goodness-of-fit test for partial functional linear model with errors in scalar covariates

T Zhang, Z Sun, L Sun - Journal of Statistical Planning and Inference, 2023 - Elsevier
In this article, we study the adequacy test of the partial functional linear model when the
scalar predictors are measured with additive errors. Based on a corrected profile least …