메뉴 건너뛰기




Volumn 16, Issue 3, 2007, Pages 409-444

Nonparametric inference with generalized likelihood ratio tests

Author keywords

Asymptotic null distribution; Bootstrap; Generalized likelihood ratio; Nonparametric test; Power function; Wilks' phenomenon

Indexed keywords


EID: 36448956887     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-007-0080-8     Document Type: Article
Times cited : (87)

References (107)
  • 2
    • 21144475350 scopus 로고
    • Goodness of fit tests for spectral distributions
    • Anderson TW (1993) Goodness of fit tests for spectral distributions. Ann Stat 21:830-847
    • (1993) Ann Stat , vol.21 , pp. 830-847
    • Anderson, T.W.1
  • 3
    • 0002701230 scopus 로고
    • On the use of nonparametric regression for model checking
    • Azzalini A, Bowman AN, Härdle W (1989) On the use of nonparametric regression for model checking. Biometrika 76:1-11
    • (1989) Biometrika , vol.76 , pp. 1-11
    • Azzalini, A.1    Bowman, A.N.2    Härdle, W.3
  • 6
    • 0001667487 scopus 로고
    • Estimating integrated squared density derivatives: Sharp order of convergence estimates
    • Bickel PJ, Ritov Y (1988) Estimating integrated squared density derivatives: sharp order of convergence estimates. Sankhyā Ser A 50:381-393
    • (1988) Sankhyā ser A , vol.50 , pp. 381-393
    • Bickel, P.J.1    Ritov, Y.2
  • 7
    • 0000797991 scopus 로고
    • On some global measures of the deviation of density function estimates
    • Bickel PJ, Rosenblatt M (1973) On some global measures of the deviation of density function estimates. Ann Stat 1:1071-1095
    • (1973) Ann Stat , vol.1 , pp. 1071-1095
    • Bickel, P.J.1    Rosenblatt, M.2
  • 8
    • 0001755446 scopus 로고
    • On the foundations of statistical inference (with discussion)
    • Birnbaum A (1962) On the foundations of statistical inference (with discussion). J Am Stat Assoc 57:269-326
    • (1962) J Am Stat Assoc , vol.57 , pp. 269-326
    • Birnbaum, A.1
  • 11
    • 0030327799 scopus 로고    scopus 로고
    • A constrained risk inequality with applications to nonparametric functional estimation
    • Brown LD, Low M (1996) A constrained risk inequality with applications to nonparametric functional estimation. Ann Stat 24:2524-2535
    • (1996) Ann Stat , vol.24 , pp. 2524-2535
    • Brown, L.D.1    Low, M.2
  • 12
    • 0032356568 scopus 로고    scopus 로고
    • Smoothing spline models for the analysis of nested and crossed samples of curves (with discussion)
    • Brumback B, Rice JA (1998) Smoothing spline models for the analysis of nested and crossed samples of curves (with discussion). J Am Stat Assoc 93:961-994
    • (1998) J Am Stat Assoc , vol.93 , pp. 961-994
    • Brumback, B.1    Rice, J.A.2
  • 13
  • 14
    • 2242444502 scopus 로고    scopus 로고
    • Efficient estimation and inferences for varying-coefficient models
    • Cai Z, Fan J, Li R (2000a) Efficient estimation and inferences for varying-coefficient models. J Am Stat Assoc 95:888-902
    • (2000) J Am Stat Assoc , vol.95 , pp. 888-902
    • Cai, Z.1    Fan, J.2    Li, R.3
  • 15
    • 2242466770 scopus 로고    scopus 로고
    • Functional-coeficient regression models for nonlinear time series
    • Cai Z, Fan J, Yao Q (2000b) Functional-coeficient regression models for nonlinear time series. J Am Stat Assoc 95:941-956
    • (2000) J Am Stat Assoc , vol.95 , pp. 941-956
    • Cai, Z.1    Fan, J.2    Yao, Q.3
  • 16
    • 0032335871 scopus 로고    scopus 로고
    • Nonparametric estimation via local estimating equations
    • Carrol RJ, Ruppert D, Welsh AH (1998) Nonparametric estimation via local estimating equations. J Am Stat Assoc 93:214-227
    • (1998) J Am Stat Assoc , vol.93 , pp. 214-227
    • Carrol, R.J.1    Ruppert, D.2    Welsh, A.H.3
  • 17
    • 84977707412 scopus 로고
    • An empirical comparison of alternative models of the short-term interest rate
    • Chan KC, Karolyi AG, Longstaff FA, Sanders AB (1992) An empirical comparison of alternative models of the short-term interest rate. J Finance 47:1209-1227
    • (1992) J Finance , vol.47 , pp. 1209-1227
    • Chan, K.C.1    Karolyi, A.G.2    Longstaff, F.A.3    Sanders, A.B.4
  • 18
    • 21144469069 scopus 로고
    • Functional-coefficient autoregressive models
    • Chen R, Tsay RJ (1993) Functional-coefficient autoregressive models. J Am Stat Assoc 88:298-308
    • (1993) J Am Stat Assoc , vol.88 , pp. 298-308
    • Chen, R.1    Tsay, R.J.2
  • 20
    • 0001205798 scopus 로고
    • A theory of the term structure of interest rates
    • Cox JC, Ingersoll JE, Ross SA (1985) A theory of the term structure of interest rates. Econometrica 53:385-467
    • (1985) Econometrica , vol.53 , pp. 385-467
    • Cox, J.C.1    Ingersoll, J.E.2    Ross, S.A.3
  • 21
    • 0039300306 scopus 로고
    • Estimation of the innovation variance of a stationary time series
    • Davis HT, Jones RH (1968) Estimation of the innovation variance of a stationary time series. J Am Stat Assoc 63:141-149
    • (1968) J Am Stat Assoc , vol.63 , pp. 141-149
    • Davis, H.T.1    Jones, R.H.2
  • 22
    • 38249016845 scopus 로고
    • Minimax quadratic estimation of a quadratic functional
    • Donoho DL, Nussbaum M (1990) Minimax quadratic estimation of a quadratic functional. J Complex 6:290-323
    • (1990) J Complex , vol.6 , pp. 290-323
    • Donoho, D.L.1    Nussbaum, M.2
  • 24
    • 0004128472 scopus 로고
    • 1 Cambridge University Press Cambridge
    • Edwards AWF (1972) Likelihood, 1st edn. Cambridge University Press, Cambridge
    • (1972) Likelihood
    • Edwards, A.W.F.1
  • 25
    • 0038926278 scopus 로고
    • The history of likelihood
    • Edwards AWF (1974) The history of likelihood. Int Stat Rev 42:9-15
    • (1974) Int Stat Rev , vol.42 , pp. 9-15
    • Edwards, A.W.F.1
  • 29
    • 21144482103 scopus 로고
    • Testing goodness-of-fit in regression via order selection criteria
    • Eubank RL, Hart JD (1992) Testing goodness-of-fit in regression via order selection criteria. Ann Stat 20:1412-1425
    • (1992) Ann Stat , vol.20 , pp. 1412-1425
    • Eubank, R.L.1    Hart, J.D.2
  • 30
    • 21144481988 scopus 로고
    • Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
    • Eubank RL, LaRiccia VN (1992) Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit. Ann Stat 20:2071-2086
    • (1992) Ann Stat , vol.20 , pp. 2071-2086
    • Eubank, R.L.1    Lariccia, V.N.2
  • 31
    • 0001097057 scopus 로고
    • On the estimation of quadratic functionals
    • Fan J (1991) On the estimation of quadratic functionals. Ann Stat 19:1273-1294
    • (1991) Ann Stat , vol.19 , pp. 1273-1294
    • Fan, J.1
  • 32
    • 0030549054 scopus 로고    scopus 로고
    • Test of significance based on wavelet thresholding and Neyman's truncation
    • Fan J (1996) Test of significance based on wavelet thresholding and Neyman's truncation. J Am Stat Assoc 91:674-688
    • (1996) J Am Stat Assoc , vol.91 , pp. 674-688
    • Fan, J.1
  • 34
    • 1542678352 scopus 로고    scopus 로고
    • Goodness-of-fit test for parametric regression models
    • Fan J, Huang L (2001) Goodness-of-fit test for parametric regression models. J Am Stat Assoc 96:640-652
    • (2001) J Am Stat Assoc , vol.96 , pp. 640-652
    • Fan, J.1    Huang, L.2
  • 35
    • 31044432144 scopus 로고    scopus 로고
    • Profile Likelihood Inferences on semiparametric varying-coefficient partially linear models
    • Fan J, Huang T (2005) Profile Likelihood Inferences on semiparametric varying-coefficient partially linear models. Bernoulli 11:1031-1057
    • (2005) Bernoulli , vol.11 , pp. 1031-1057
    • Fan, J.1    Huang, T.2
  • 36
    • 24644452605 scopus 로고    scopus 로고
    • Nonparametric inference for additive models
    • Fan J, Jiang J (2005) Nonparametric inference for additive models. J Am Stat Assoc 100:890-907
    • (2005) J Am Stat Assoc , vol.100 , pp. 890-907
    • Fan, J.1    Jiang, J.2
  • 37
    • 0041021846 scopus 로고    scopus 로고
    • Automatic local smoothing for spectral density estimation
    • Fan J, Kreutzberger E (1998) Automatic local smoothing for spectral density estimation. Scand J Stat 25:359-369
    • (1998) Scand J Stat , vol.25 , pp. 359-369
    • Fan, J.1    Kreutzberger, E.2
  • 38
    • 4944267519 scopus 로고    scopus 로고
    • New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis
    • Fan J, Li R (2004) New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis. J Am Stat Assoc 99:710-723
    • (2004) J Am Stat Assoc , vol.99 , pp. 710-723
    • Fan, J.1    Li, R.2
  • 40
    • 0037361697 scopus 로고    scopus 로고
    • A re-examination of diffusion estimations with applications to financial model validation
    • Fan J, Zhang C (2003) A re-examination of diffusion estimations with applications to financial model validation. J Am Stat Assoc 98:118-134
    • (2003) J Am Stat Assoc , vol.98 , pp. 118-134
    • Fan, J.1    Zhang, C.2
  • 41
    • 24344436405 scopus 로고    scopus 로고
    • Sieve empirical likelihood ratio tests for nonparametric functions
    • Fan J, Zhang J (2004) Sieve empirical likelihood ratio tests for nonparametric functions. Ann Stat 32:1858-1907
    • (2004) Ann Stat , vol.32 , pp. 1858-1907
    • Fan, J.1    Zhang, J.2
  • 42
    • 0033233728 scopus 로고    scopus 로고
    • Statistical estimation in varying coefficient models
    • Fan J, Zhang W (1999) Statistical estimation in varying coefficient models. Ann Stat 27:1491-1518
    • (1999) Ann Stat , vol.27 , pp. 1491-1518
    • Fan, J.1    Zhang, W.2
  • 43
    • 24644498139 scopus 로고    scopus 로고
    • Generalized likelihood ratio tests for spectral density
    • Fan J, Zhang W (2004) Generalized likelihood ratio tests for spectral density. Biometrika 91:195-209
    • (2004) Biometrika , vol.91 , pp. 195-209
    • Fan, J.1    Zhang, W.2
  • 44
    • 0001400429 scopus 로고    scopus 로고
    • Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
    • Fan J, Yao Q, Tong H (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika 83:189-206
    • (1996) Biometrika , vol.83 , pp. 189-206
    • Fan, J.1    Yao, Q.2    Tong, H.3
  • 45
    • 0032359619 scopus 로고    scopus 로고
    • Direct estimation of additive and linear components for high dimensional data
    • Fan J, Härdle W, Mammen E (1998) Direct estimation of additive and linear components for high dimensional data. Ann Stat 26:943-971
    • (1998) Ann Stat , vol.26 , pp. 943-971
    • Fan, J.1    Härdle, W.2    Mammen, E.3
  • 46
    • 0035633948 scopus 로고    scopus 로고
    • Generalized likelihood ratio statistics and Wilks' phenomenon
    • Fan J, Zhang C, Zhang J (2001) Generalized likelihood ratio statistics and Wilks' phenomenon. Ann Stat 29:153-193
    • (2001) Ann Stat , vol.29 , pp. 153-193
    • Fan, J.1    Zhang, C.2    Zhang, J.3
  • 47
    • 0141464871 scopus 로고    scopus 로고
    • Adaptive varying-coefficient linear models
    • Fan J, Yao Q, Cai Z (2003) Adaptive varying-coefficient linear models. J R Stat Soc Ser B 65:57-80
    • (2003) J R Stat Soc ser B , vol.65 , pp. 57-80
    • Fan, J.1    Yao, Q.2    Cai, Z.3
  • 48
    • 0001735517 scopus 로고
    • On the mathematical foundations of theoretical statistics
    • Fisher RA (1922) On the mathematical foundations of theoretical statistics. Philos Trans R Soc Ser A 222-326
    • (1922) Philos Trans R Soc ser A , pp. 222-326
    • Fisher, R.A.1
  • 50
    • 0032352555 scopus 로고    scopus 로고
    • Parametrically guided non-parametric regression
    • Glad IK (1998) Parametrically guided non-parametric regression. Scand J Stat 25:649-668
    • (1998) Scand J Stat , vol.25 , pp. 649-668
    • Glad, I.K.1
  • 51
    • 28644443022 scopus 로고    scopus 로고
    • Asymptotic equivalence for nonparametric regression
    • Grama I, Nussbaum M (2002) Asymptotic equivalence for nonparametric regression. Math Methods Stat 11:1-36
    • (2002) Math Methods Stat , vol.11 , pp. 1-36
    • Grama, I.1    Nussbaum, M.2
  • 53
    • 77956887690 scopus 로고
    • Modeling nonlinear vibrations using an amplitude-dependent autoregression time series model
    • Haggan V, Ozaki T (1981) Modeling nonlinear vibrations using an amplitude-dependent autoregression time series model. Biometrika 68:189-196
    • (1981) Biometrika , vol.68 , pp. 189-196
    • Haggan, V.1    Ozaki, T.2
  • 55
    • 0002849938 scopus 로고
    • Variable window width kernel estimates of probability densities
    • Hall P, Marron JS (1988) Variable window width kernel estimates of probability densities. Probab Theory Relat Fields 80:37-49
    • (1988) Probab Theory Relat Fields , vol.80 , pp. 37-49
    • Hall, P.1    Marron, J.S.2
  • 56
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen LP (1982) Large sample properties of generalized method of moments estimators. Econometrica 50:1029-1054
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 57
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Härdle W, Mammen E (1993) Comparing nonparametric versus parametric regression fits. Ann Stat 21:1926-1947
    • (1993) Ann Stat , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 63
    • 0001077759 scopus 로고
    • Nonparametric density estimation with a parametric start
    • Hjort N, Glad IK (1995) Nonparametric density estimation with a parametric start. Ann Stat 23:882-904
    • (1995) Ann Stat , vol.23 , pp. 882-904
    • Hjort, N.1    Glad, I.K.2
  • 64
    • 12344258986 scopus 로고    scopus 로고
    • Nonparametric specification testing for continuous-time models with applications to term structure of interest
    • Hong Y, Li H (2005) Nonparametric specification testing for continuous-time models with applications to term structure of interest. Rev Financ Stud 18:37-84
    • (2005) Rev Financ Stud , vol.18 , pp. 37-84
    • Hong, Y.1    Li, H.2
  • 65
    • 33746302303 scopus 로고    scopus 로고
    • Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
    • Hoover DR, Rice JA, Wu CO, Yang L-P (1998) Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data. Biometrika 85:809-822
    • (1998) Biometrika , vol.85 , pp. 809-822
    • Hoover, D.R.1    Rice, J.A.2    Wu, C.O.3    Yang, L.-P.4
  • 66
    • 21644433851 scopus 로고    scopus 로고
    • Nonparametric estimation of an additive model with a link function
    • Horowitz JL, Mammen E (2004) Nonparametric estimation of an additive model with a link function. Ann Stat 32:2412-2443
    • (2004) Ann Stat , vol.32 , pp. 2412-2443
    • Horowitz, J.L.1    Mammen, E.2
  • 67
    • 0034991055 scopus 로고    scopus 로고
    • An adaptive, rate-optimal test of a parametric model against a nonparametric alternative
    • Horowitz JL, Spokoiny VG (2001) An adaptive, rate-optimal test of a parametric model against a nonparametric alternative. Econometrica 69:599-631
    • (2001) Econometrica , vol.69 , pp. 599-631
    • Horowitz, J.L.1    Spokoiny, V.G.2
  • 68
    • 0036746457 scopus 로고    scopus 로고
    • An adaptive, rate-optimal test of linearity for median regression models
    • Horowitz JL, Spokoiny VG (2002) An adaptive, rate-optimal test of linearity for median regression models. J Am Stat Assoc 97:822-835
    • (2002) J Am Stat Assoc , vol.97 , pp. 822-835
    • Horowitz, J.L.1    Spokoiny, V.G.2
  • 69
    • 0011799801 scopus 로고    scopus 로고
    • Varying-coefficient models and basis function approximations for the analysis of repeated measurements
    • Huang JZ, Wu CO, Zhou L (2002) Varying-coefficient models and basis function approximations for the analysis of repeated measurements. Biometrika 89:111-128
    • (2002) Biometrika , vol.89 , pp. 111-128
    • Huang, J.Z.1    Wu, C.O.2    Zhou, L.3
  • 70
    • 0030363428 scopus 로고    scopus 로고
    • Asymptotic optimality of data-driven Neyman's tests for uniformity
    • Inglot T, Ledwina T (1996) Asymptotic optimality of data-driven Neyman's tests for uniformity. Ann Stat 24:1982-2019
    • (1996) Ann Stat , vol.24 , pp. 1982-2019
    • Inglot, T.1    Ledwina, T.2
  • 71
    • 0003058689 scopus 로고
    • Asymptotic minimax hypothesis testing for nonparametric alternatives
    • Ingster YI (1993a) Asymptotic minimax hypothesis testing for nonparametric alternatives. Math Methods Stat 2:85-114
    • (1993) Math Methods Stat , vol.2 , pp. 85-114
    • Ingster, Y.I.1
  • 72
    • 0000484198 scopus 로고
    • Asymptotic minimax hypothesis testing for nonparametric alternatives
    • Ingster YI (1993b) Asymptotic minimax hypothesis testing for nonparametric alternatives. Math Methods Stat 3:171-189
    • (1993) Math Methods Stat , vol.3 , pp. 171-189
    • Ingster, Y.I.1
  • 73
    • 0001047522 scopus 로고
    • Asymptotic minimax hypothesis testing for nonparametric alternatives
    • Ingster YI (1993c) Asymptotic minimax hypothesis testing for nonparametric alternatives. Math Methods Stat 4:249-268;
    • (1993) Math Methods Stat , vol.4 , pp. 249-268
    • Ingster, Y.I.1
  • 74
    • 17044363565 scopus 로고    scopus 로고
    • Spectral density estimation with amplitude modulation and outlier detection
    • Jiang J, Hui YV (2004) Spectral density estimation with amplitude modulation and outlier detection. Ann Inst Stat Math 56:611-630
    • (2004) Ann Inst Stat Math , vol.56 , pp. 611-630
    • Jiang, J.1    Hui, Y.V.2
  • 75
    • 36448986183 scopus 로고    scopus 로고
    • Two-stage local M-estimation of additive models
    • to appear
    • Jiang J, Li J (2007) Two-stage local M-estimation of additive models. Sci China Ser A (to appear)
    • (2007) Sci China ser A
    • Jiang, J.1    Li, J.2
  • 76
    • 36448967643 scopus 로고    scopus 로고
    • Generalized likelihood ratio tests for the structures of semiparametric additive models
    • Jiang J, Zhou H, Jiang X, Peng J (2007) Generalized likelihood ratio tests for the structures of semiparametric additive models. Can J Stat 35:381-398
    • (2007) Can J Stat , vol.35 , pp. 381-398
    • Jiang, J.1    Zhou, H.2    Jiang, X.3    Peng, J.4
  • 77
    • 21744458278 scopus 로고    scopus 로고
    • Data-driven smooth tests when the hypothesis is composite
    • Kallenberg WCM, Ledwina T (1997) Data-driven smooth tests when the hypothesis is composite. J Am Stat Assoc 92:1094-1104
    • (1997) J Am Stat Assoc , vol.92 , pp. 1094-1104
    • Kallenberg, W.C.M.1    Ledwina, T.2
  • 78
    • 0000268865 scopus 로고    scopus 로고
    • On model diagnostics using varying coefficient models
    • Kauermann G, Tutz G (1999) On model diagnostics using varying coefficient models. Biometrika 86:119-128
    • (1999) Biometrika , vol.86 , pp. 119-128
    • Kauermann, G.1    Tutz, G.2
  • 79
    • 84981381065 scopus 로고
    • Rate of convergence for logspline spectral density estimation
    • Kooperberg C, Stone CJ, Truong YK (1995a) Rate of convergence for logspline spectral density estimation. J Time Ser Anal 16:389-401
    • (1995) J Time ser Anal , vol.16 , pp. 389-401
    • Kooperberg, C.1    Stone, C.J.2    Truong, Y.K.3
  • 80
    • 84981374726 scopus 로고
    • Logspline estimation of a possibly mixed spectral distribution
    • Kooperberg C, Stone CJ, Truong YK (1995b) Logspline estimation of a possibly mixed spectral distribution. J Time Ser Anal 16:359-389
    • (1995) J Time ser Anal , vol.16 , pp. 359-389
    • Kooperberg, C.1    Stone, C.J.2    Truong, Y.K.3
  • 81
    • 0000365255 scopus 로고    scopus 로고
    • Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
    • Lepski OV, Spokoiny VG (1999) Minimax nonparametric hypothesis testing: the case of an inhomogeneous alternative. Bernoulli 5:333-358
    • (1999) Bernoulli , vol.5 , pp. 333-358
    • Lepski, O.V.1    Spokoiny, V.G.2
  • 83
    • 77649173768 scopus 로고
    • Longitudinal data analysis using generalized linear models
    • Liang K-Y, Zeger SL (1986) Longitudinal data analysis using generalized linear models. Biometrika 73:13-22
    • (1986) Biometrika , vol.73 , pp. 13-22
    • Liang, K.-Y.1    Zeger, S.L.2
  • 84
    • 1842766126 scopus 로고    scopus 로고
    • Semiparametric and nonparametric regression analysis of longitudinal data (with discussions)
    • Lin DY, Ying Z (2001) Semiparametric and nonparametric regression analysis of longitudinal data (with discussions). J Am Stat Assoc 96:103-126
    • (2001) J Am Stat Assoc , vol.96 , pp. 103-126
    • Lin, D.Y.1    Ying, Z.2
  • 85
    • 0442312205 scopus 로고    scopus 로고
    • Semiparametric regression for clustered data using generalized estimating equations
    • Lin X, Carroll RJ (2001a) Semiparametric regression for clustered data using generalized estimating equations. J Am Stat Assoc 96:1045-1056
    • (2001) J Am Stat Assoc , vol.96 , pp. 1045-1056
    • Lin, X.1    Carroll, R.J.2
  • 86
    • 0346020392 scopus 로고    scopus 로고
    • Semiparametric regression for clustered data
    • Lin X, Carroll RJ (2001b) Semiparametric regression for clustered data. Biometrika 88:1179-1865
    • (2001) Biometrika , vol.88 , pp. 1179-1865
    • Lin, X.1    Carroll, R.J.2
  • 88
    • 24344506203 scopus 로고    scopus 로고
    • Statistical inference for time-inhomogeneous volatility models
    • Mercurio D, Spokoiny VG (2004) Statistical inference for time-inhomogeneous volatility models. Ann Stat 32:577-602
    • (2004) Ann Stat , vol.32 , pp. 577-602
    • Mercurio, D.1    Spokoiny, V.G.2
  • 89
    • 0002792513 scopus 로고
    • Testing for a time dependent coefficient in Cox's regression model
    • Murphy SA (1993) Testing for a time dependent coefficient in Cox's regression model. Scand J Stat 20:35-50
    • (1993) Scand J Stat , vol.20 , pp. 35-50
    • Murphy, S.A.1
  • 90
    • 84945593245 scopus 로고
    • Smooth test for goodness of fit
    • Neyman J (1937) Smooth test for goodness of fit. Skand Aktuarietidskr 20:149-199
    • (1937) Skand Aktuarietidskr , vol.20 , pp. 149-199
    • Neyman, J.1
  • 91
    • 0000982463 scopus 로고    scopus 로고
    • Asymptotic properties of backfitting estimators
    • Opsomer J-D (2000) Asymptotic properties of backfitting estimators. J Multivar Anal 73:166-179
    • (2000) J Multivar Anal , vol.73 , pp. 166-179
    • Opsomer, J.-D.1
  • 92
    • 0032390645 scopus 로고    scopus 로고
    • Fully automated bandwidth selection method for fitting additive models
    • Opsomer J-D, Ruppert D (1998) Fully automated bandwidth selection method for fitting additive models. J Am Stat Assoc 93:605-619
    • (1998) J Am Stat Assoc , vol.93 , pp. 605-619
    • Opsomer, J.-D.1    Ruppert, D.2
  • 93
    • 0034340732 scopus 로고    scopus 로고
    • Spectral density based goodness-of-fit tests in time series models
    • Paparoditis E (2000) Spectral density based goodness-of-fit tests in time series models. Scand J Stat 27:143-176
    • (2000) Scand J Stat , vol.27 , pp. 143-176
    • Paparoditis, E.1
  • 94
    • 21344482069 scopus 로고
    • Nonparametric spectral density estimation using penalized Whittle likelihood
    • Pawitan Y, O'Sullivan F (1994) Nonparametric spectral density estimation using penalized Whittle likelihood. J Am Stat Assoc 89:600-610
    • (1994) J Am Stat Assoc , vol.89 , pp. 600-610
    • Pawitan, Y.1    O'Sullivan, F.2
  • 95
    • 0000791208 scopus 로고
    • Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
    • Portnoy S (1988) Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity. Ann Stat 16:356-366
    • (1988) Ann Stat , vol.16 , pp. 356-366
    • Portnoy, S.1
  • 96
    • 0346985264 scopus 로고
    • Power spectral methods of analysis and their application to problems in airplane dynamics
    • Press H, Tukey JW (1956) Power spectral methods of analysis and their application to problems in airplane dynamics. Bell telephone system monograph 2606
    • (1956) Bell Telephone System Monograph , vol.2606
    • Press, H.1    Tukey, J.W.2
  • 99
    • 0030342998 scopus 로고    scopus 로고
    • Adaptive hypothesis testing using wavelets
    • Spokoiny VG (1996) Adaptive hypothesis testing using wavelets. Ann Stat 24:2477-2498
    • (1996) Ann Stat , vol.24 , pp. 2477-2498
    • Spokoiny, V.G.1
  • 100
    • 0001227575 scopus 로고
    • Additive regression and other nonparametric models
    • Stone CJ (1985) Additive regression and other nonparametric models. Ann Stat 13:689-705
    • (1985) Ann Stat , vol.13 , pp. 689-705
    • Stone, C.J.1
  • 102
    • 84947382512 scopus 로고
    • Automatic smoothing of the log periodogram
    • Wahba G (1980) Automatic smoothing of the log periodogram. J Am Stat Assoc 75:122-132
    • (1980) J Am Stat Assoc , vol.75 , pp. 122-132
    • Wahba, G.1
  • 105
    • 0242427746 scopus 로고    scopus 로고
    • Adaptive tests of regression functions via multi-scale generalized likelihood ratios
    • Zhang CM (2003a) Adaptive tests of regression functions via multi-scale generalized likelihood ratios. Can J Stat 31:151-171
    • (2003) Can J Stat , vol.31 , pp. 151-171
    • Zhang, C.M.1
  • 106
    • 0242427469 scopus 로고    scopus 로고
    • Calibrating the degrees of freedom for automatic data smoothing and effective curve checking
    • Zhang CM (2003b) Calibrating the degrees of freedom for automatic data smoothing and effective curve checking. J Am Stat Assoc 98:609-628
    • (2003) J Am Stat Assoc , vol.98 , pp. 609-628
    • Zhang, C.M.1
  • 107
    • 0036331423 scopus 로고    scopus 로고
    • Local polynomial fitting in semivarying coefficient models
    • Zhang W, Lee SY, Song X (2002) Local polynomial fitting in semivarying coefficient models. J Multivar Anal 82:166-188
    • (2002) J Multivar Anal , vol.82 , pp. 166-188
    • Zhang, W.1    Lee, S.Y.2    Song, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.