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Article: A goodness-of-fit test for single-index models

TitleA goodness-of-fit test for single-index models
Authors
KeywordsBias correction
Bootstrap
Cramér-von Mises test
Goodness of fit
Local linear smoother
Single-index model
Issue Date2004
PublisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/
Citation
Statistica Sinica, 2004, v. 14 n. 1, p. 1-28 How to Cite?
AbstractThe single-index model with an unknown link function is a generalized linear model that has been intensively investigated. This article considers a goodness-of-fit test for this model. Cramér-von Mises tests are constructed and the bootstrap method is used to provide p-values. The problem of bias in nonparametric estimation is tackled by the bootstrap method. Therefore, we do not need to undersmooth or oversmooth the link function. Some simulations are reported and some data are used for illustration.
Persistent Identifierhttp://hdl.handle.net/10722/45362
ISSN
2015 Impact Factor: 0.838
2015 SCImago Journal Rankings: 2.292
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorXia, Yen_HK
dc.contributor.authorLi, WKen_HK
dc.contributor.authorTong, Hen_HK
dc.contributor.authorZhang, Den_HK
dc.date.accessioned2007-10-30T06:23:46Z-
dc.date.available2007-10-30T06:23:46Z-
dc.date.issued2004en_HK
dc.identifier.citationStatistica Sinica, 2004, v. 14 n. 1, p. 1-28en_HK
dc.identifier.issn1017-0405en_HK
dc.identifier.urihttp://hdl.handle.net/10722/45362-
dc.description.abstractThe single-index model with an unknown link function is a generalized linear model that has been intensively investigated. This article considers a goodness-of-fit test for this model. Cramér-von Mises tests are constructed and the bootstrap method is used to provide p-values. The problem of bias in nonparametric estimation is tackled by the bootstrap method. Therefore, we do not need to undersmooth or oversmooth the link function. Some simulations are reported and some data are used for illustration.en_HK
dc.format.extent830203 bytes-
dc.format.extent122542 bytes-
dc.format.extent2372 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypetext/plain-
dc.languageengen_HK
dc.publisherAcademia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/en_HK
dc.relation.ispartofStatistica Sinicaen_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectBias correctionen_HK
dc.subjectBootstrapen_HK
dc.subjectCramér-von Mises testen_HK
dc.subjectGoodness of fiten_HK
dc.subjectLocal linear smootheren_HK
dc.subjectSingle-index modelen_HK
dc.titleA goodness-of-fit test for single-index modelsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1017-0405&volume=14&issue=1&spage=1&epage=39&date=2004&atitle=A+goodness-of-fit+test+for+single-index+modelsen_HK
dc.identifier.emailLi, WK: hrntlwk@hku.hken_HK
dc.identifier.authorityLi, WK=rp00741en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.scopuseid_2-s2.0-1842435075en_HK
dc.identifier.hkuros85758-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-1842435075&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume14en_HK
dc.identifier.issue1en_HK
dc.identifier.spage1en_HK
dc.identifier.epage28en_HK
dc.identifier.isiWOS:000188388000001-
dc.publisher.placeTaiwan, Republic of Chinaen_HK
dc.identifier.scopusauthoridXia, Y=7403027730en_HK
dc.identifier.scopusauthoridLi, WK=14015971200en_HK
dc.identifier.scopusauthoridTong, H=7201359749en_HK
dc.identifier.scopusauthoridZhang, D=8672422800en_HK

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