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

Statistica Sinica

Volumn 14, Issue 1, 2004, Pages 1-28

  Xia, Yingcun ^a   Li, W K ^b   Tong, Howell ^b,c   Zhang, Dixin ^d  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^d NANJING UNIVERSITY   (China)

Author keywords

Bias correction; Bootstrap; Cram r von Mises test; Goodness of fit; Local linear smoother; Single index model

Indexed keywords

EID: 1842435075     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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