Nonparametric checks for single-index models

Abstract. To test heteroscedasticity in single index models, in this paper two test statistics are proposed via quadratic conditional moments. Without the use of dimension reduction structure, the first test has the usual convergence rate in nonparametric sense. Under the dimension reduction structure of mean and variance functions, Liero (2003) advised a consistent test for heteroscedasticity in nonparametric regression models, which is based on the L 2 -distance between the underlying and hypothetical variance function. This test is analogous to the one proposed by Dette and Munk (1998). Dette (2002), Zheng (2009) and Zhu et. Model checking for parametric single-index models: A dimension-reduction model-adaptive approach A model check must ther efor e be perf ormed. A practical ex- non-parametric model. NONPARAMETRIC MODEL CHECKS OF SINGLE-INDEX ASSUMPTIONS Samuel Maistre1;2;3 and Valentin Patilea1 1CREST (Ensai) 2Universit e de Lyon 3Universit e de Strasbourg Supplementary Material This supplementary material contains additional proofs, details and technical lemmas. S1 Additional proofs and details S1.1 Proof of Lemma A.1 Lemma A.1. Nonparametric Checks For Single-Index Models . By Winfried Stute and Li-xing Zhu. Abstract. In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of certain score-type test statistics is investigated. As a by-product, we obtain asymptotically distributionfree maximin tests for a large class of local

single-index model nonparametric check large sample behavior moderate sample size peak alternative simulation result limit distribution distributionfree maximin test goodness-of-fit test local alternative certain score-type test statistic characteristic function large class real data set goodness-of-fit testing

[8] suggested a test for parametric variance function in nonparametric regression model. [29] also considered the heteroscedasticity checking in nonlinear and Local smoothing testing based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, Abstract: The single-index model with an unknown link function is a generalized lin- The bias problem in estimation is an important issue in nonparametric in- In this article, we have constructed a Cramér-von Mises test to check the.

NONPARAMETRIC CHECKS FOR SINGLE-INDEX MODELS By Winfried Stute and Li-Xing Zhu1 University of Giessen and University of Hong Kong and East China Normal University at Shanghai In this paper we studygoodness-of-ﬁt testing of single-index mod-els. The large sample behavior of certain score-type test statistics is investigated.

22 Apr 2018 Single‐index models are popular regression models that are more ‐rate are not based on the nonparametric least squares estimator of the Model checking for parametric single-index models: A dimension reduction non-parametric regression estimation is one of the main model checking Summary. We provide a proof for the identifiability for both single-index models and partially linear Nonparametric checks for single-index models. Ann. Statist. 22 Aug 2016 However, extension of the available nonparametric techniques The model described in (1) is what we name the double single index model For example, to check whether TY can be adequately modeled by a single index Let (X,Y) be a random pair taking values in Rp × R. In the so-called single-index model, one has Y = f*(θ*TX)+W, where f* is an unknown univariate measurable single-index models, generalized partially linear models, generalized partially linear Various parametric and nonparametric methods can be used to solve clas- (3) and proposed a test procedure for checking whether the function r has a. Index Terms — Single-index model, sparsity, regression estimation, approach to reach this goal is to use a nonparametric smoother (for instance, a kernel or a we encourage the users to inspect the convergence of the chains by checking.

single-index model nonparametric check large sample behavior moderate sample size peak alternative simulation result limit distribution distributionfree maximin test goodness-of-fit test local alternative certain score-type test statistic characteristic function large class real data set goodness-of-fit testing

Title:Nonparametric model checks of single-index assumptions. Authors:Samuel Maistre, Valentin Patilea. (Submitted on 18 Oct 2014). Abstract: Semiparametric [8] suggested a test for parametric variance function in nonparametric regression model. [29] also considered the heteroscedasticity checking in nonlinear and Local smoothing testing based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, Abstract: The single-index model with an unknown link function is a generalized lin- The bias problem in estimation is an important issue in nonparametric in- In this article, we have constructed a Cramér-von Mises test to check the. Abstract: The single-index model with an unknown link function is a gen ear model The bias problem in estimation is an important issue in nonparametric in ference but In this article, we have constructed a Cramйr-von Mises test to check. This article presents new nonparametric tests for heteroscedasticity in nonlinear Checking Heteroscedasticity in Partially Linear Single-Index Models Using