Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition

Shi, Jianhong; Zhao, Fanrong

doi:10.1007/s00362-016-0773-8

Cited by 4 publications

(2 citation statements)

References 14 publications

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“…Remark 1 From the result, we can easily observe that the the noncentral parameter in Theorem 8 of Shi and Zhao (2016) is not the same as in Theorem 3. Their noncentral parameter should be corrected as…”

Section: Lagrange Multiplier Testmentioning

confidence: 93%

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Testing for parametric component of partially linear models with missing covariates

Zhou

Tang

2016

Stat Papers

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This paper considers the testing problem of partially linear models with missing covariates. The inverse probability weighted restricted estimator for the parametric component under linear constraint is derived and proven to share asymptotically normal distribution. To test the linear constraint, we construct two test statistics based on the the Lagrange multiplier and the empirical likelihood methods. The limiting distributions of the resulting test statistics are both standard chi-squared distributions under the null hypothesis. Simulation studies and a real data analysis are conducted to illustrate relevant performances. KeywordsPartially linear model • Missing covariates • Restricted estimator • Lagrange multiplier • Empirical likelihood ratio B Linjun Tang

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Section: Lagrange Multiplier Testmentioning

confidence: 93%

“…for some vector ω. Although this alternative is obviously rather peculiar, it serves to focus attention on the portion of the power curve which is most sensitive to the quality of the test (see Zhang et al 2011;Shi and Zhao 2016).…”

Section: Lagrange Multiplier Testmentioning

confidence: 99%

Testing for parametric component of partially linear models with missing covariates

Zhou

Tang

2016

Stat Papers

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Statistical Inference of Partially Linear Spatial Autoregressive Model Under Constraint Conditions

Li,

Cheng

2023

J Syst Sci Complex

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Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model

Zhang

2021

J. Korean Stat. Soc.

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Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition

Cited by 4 publications

References 14 publications

Testing for parametric component of partially linear models with missing covariates

Testing for parametric component of partially linear models with missing covariates

Statistical Inference of Partially Linear Spatial Autoregressive Model Under Constraint Conditions

Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model

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