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Article: A goodness-of-fit test for single-index models
Title | A goodness-of-fit test for single-index models |
---|---|
Authors | |
Keywords | Bias correction Bootstrap Cramér-von Mises test Goodness of fit Local linear smoother Single-index model |
Issue Date | 2004 |
Publisher | Academia 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? |
Abstract | The 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 Identifier | http://hdl.handle.net/10722/45362 |
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.368 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Xia, Y | en_HK |
dc.contributor.author | Li, WK | en_HK |
dc.contributor.author | Tong, H | en_HK |
dc.contributor.author | Zhang, D | en_HK |
dc.date.accessioned | 2007-10-30T06:23:46Z | - |
dc.date.available | 2007-10-30T06:23:46Z | - |
dc.date.issued | 2004 | en_HK |
dc.identifier.citation | Statistica Sinica, 2004, v. 14 n. 1, p. 1-28 | en_HK |
dc.identifier.issn | 1017-0405 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/45362 | - |
dc.description.abstract | The 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.extent | 830203 bytes | - |
dc.format.extent | 122542 bytes | - |
dc.format.extent | 2372 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | text/plain | - |
dc.language | eng | en_HK |
dc.publisher | Academia Sinica, Institute of Statistical Science. The Journal's web site is located at http://www.stat.sinica.edu.tw/statistica/ | en_HK |
dc.relation.ispartof | Statistica Sinica | en_HK |
dc.subject | Bias correction | en_HK |
dc.subject | Bootstrap | en_HK |
dc.subject | Cramér-von Mises test | en_HK |
dc.subject | Goodness of fit | en_HK |
dc.subject | Local linear smoother | en_HK |
dc.subject | Single-index model | en_HK |
dc.title | A goodness-of-fit test for single-index models | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+models | en_HK |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_HK |
dc.identifier.authority | Li, WK=rp00741 | en_HK |
dc.description.nature | published_or_final_version | en_HK |
dc.identifier.scopus | eid_2-s2.0-1842435075 | en_HK |
dc.identifier.hkuros | 85758 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-1842435075&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 14 | en_HK |
dc.identifier.issue | 1 | en_HK |
dc.identifier.spage | 1 | en_HK |
dc.identifier.epage | 28 | en_HK |
dc.identifier.isi | WOS:000188388000001 | - |
dc.publisher.place | Taiwan, Republic of China | en_HK |
dc.identifier.scopusauthorid | Xia, Y=7403027730 | en_HK |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_HK |
dc.identifier.scopusauthorid | Tong, H=7201359749 | en_HK |
dc.identifier.scopusauthorid | Zhang, D=8672422800 | en_HK |
dc.identifier.issnl | 1017-0405 | - |