메뉴 건너뛰기




Volumn 49, Issue 3, 1997, Pages 493-517

Statistical inference in single-index and partially nonlinear models

Author keywords

Asymptotic normality; Finite series approximation; Partially nonlinear model; Semiparametric single index regression model

Indexed keywords


EID: 9844263748     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003118812392     Document Type: Article
Times cited : (27)

References (46)
  • 1
    • 0000090466 scopus 로고
    • Asymptotic normality of series estimates of nonparametric and semiparametric regression models
    • Andrews, D. W. K. (1991). Asymptotic normality of series estimates of nonparametric and semiparametric regression models, Econometrica, 59, 307-345.
    • (1991) Econometrica , vol.59 , pp. 307-345
    • Andrews, D.W.K.1
  • 2
    • 0000357414 scopus 로고
    • On the use of nonparametric regression for checking linear relationships
    • Azzalini, A. and Bowman, A. (1993) On the use of nonparametric regression for checking linear relationships, J. Roy. Statist. Soc. Ser. B, 55, 549-557.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 549-557
    • Azzalini, A.1    Bowman, A.2
  • 3
    • 0004269485 scopus 로고
    • Wadsworth and Brooks/Cole Advanced Books and Software, Pacific Grove, California
    • Chambers, J. M. and Hastie, T. J. (1992). Statistical Models in S, Wadsworth and Brooks/Cole Advanced Books and Software, Pacific Grove, California.
    • (1992) Statistical Models in S
    • Chambers, J.M.1    Hastie, T.J.2
  • 4
    • 34250263445 scopus 로고
    • Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
    • Craven, P. and Wahba, G. (1979). Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation, Numer. Math., 31, 377-403.
    • (1979) Numer. Math. , vol.31 , pp. 377-403
    • Craven, P.1    Wahba, G.2
  • 5
    • 34250109475 scopus 로고
    • A central limit theorem for generalized quadratic forms
    • De Jong, P. (1987). A central limit theorem for generalized quadratic forms, Probab. Theory Related Fields, 75, 261-277.
    • (1987) Probab. Theory Related Fields , vol.75 , pp. 261-277
    • De Jong, P.1
  • 6
    • 84971840190 scopus 로고
    • Adaptive truncation rules for seminonparametric estimates that achieve asymptotic normality
    • Eastwood, B. and Gallant, R. (1991). Adaptive truncation rules for seminonparametric estimates that achieve asymptotic normality, Econometric Theory, 7, 307-340.
    • (1991) Econometric Theory , vol.7 , pp. 307-340
    • Eastwood, B.1    Gallant, R.2
  • 7
    • 21144482103 scopus 로고
    • Testing goodness-of-fit in regression via order selection criterion
    • Eubank, R. and Hart, D. (1992). Testing goodness-of-fit in regression via order selection criterion, Ann. Statist., 20, 1412-1425.
    • (1992) Ann. Statist. , vol.20 , pp. 1412-1425
    • Eubank, R.1    Hart, D.2
  • 8
    • 0000559570 scopus 로고
    • Testing goodness-of-fit via nonparametric function estimation techniques
    • Eubank, R., Hart, D. and Lariccia, V. (1993). Testing goodness-of-fit via nonparametric function estimation techniques, Comm. Statist. Theory Methods, 22, 3327-3354.
    • (1993) Comm. Statist. Theory Methods , vol.22 , pp. 3327-3354
    • Eubank, R.1    Hart, D.2    Lariccia, V.3
  • 9
    • 78751706147 scopus 로고
    • Curve fitting by polynomial-trigonometric regression
    • Eubank, R. and Speckman, P. (1990). Curve fitting by polynomial-trigonometric regression, Biometrika, 77, 1-9.
    • (1990) Biometrika , vol.77 , pp. 1-9
    • Eubank, R.1    Speckman, P.2
  • 11
    • 0346802874 scopus 로고
    • Ph.D. thesis, Graduate School at the University of Science and Technology of China, Anhui, P. R. China
    • Gao, J. T. (1992). A large sample theory in semiparametric regression models, Ph.D. thesis, Graduate School at the University of Science and Technology of China, Anhui, P. R. China.
    • (1992) A Large Sample Theory in Semiparametric Regression Models
    • Gao, J.T.1
  • 13
    • 0031108991 scopus 로고    scopus 로고
    • Parametric and nonparametric tests in semiparametric regression models
    • Gao, J. T. (1996a). Parametric and nonparametric tests in semiparametric regression models, Comm. Statist. Theory Methods 26, 787-800.
    • (1996) Comm. Statist. Theory Methods , vol.26 , pp. 787-800
    • Gao, J.T.1
  • 14
    • 0642334854 scopus 로고    scopus 로고
    • Tech. Report, No. 9612, School of Mathematics, the Queensland University of Technology, Australia
    • Gao, J. T. (1996b). Semiparametric approach to nonlinear regression models, Tech. Report, No. 9612, School of Mathematics, the Queensland University of Technology, Australia.
    • (1996) Semiparametric Approach to Nonlinear Regression Models
    • Gao, J.T.1
  • 16
    • 33744790321 scopus 로고
    • A consistent model specification nonparametric estimates of regression models
    • Gozalo, P. L. (1993). A consistent model specification nonparametric estimates of regression models, Econometric Theory, 9, 451-477.
    • (1993) Econometric Theory , vol.9 , pp. 451-477
    • Gozalo, P.L.1
  • 17
    • 0011376426 scopus 로고
    • Confidence regions for parameter subsets in nonlinear regression
    • Hamilton, D. C. (1986). Confidence regions for parameter subsets in nonlinear regression, Biometrika, 73, 57-64.
    • (1986) Biometrika , vol.73 , pp. 57-64
    • Hamilton, D.C.1
  • 18
    • 45949121097 scopus 로고
    • Nonparametric analysis of a generalized regression model: The maximum rank correlation estimator
    • Han, A. K. (1987). Nonparametric analysis of a generalized regression model: the maximum rank correlation estimator, J. Econometrics, 35, 303-316.
    • (1987) J. Econometrics , vol.35 , pp. 303-316
    • Han, A.K.1
  • 20
    • 0002470428 scopus 로고
    • Investigating smooth multiple regression by the method of average derivatives
    • Härdle, W. and Stoker, T. M. (1989). Investigating smooth multiple regression by the method of average derivatives, J. Amer. Statist. Assoc., 84, 986-995.
    • (1989) J. Amer. Statist. Assoc. , vol.84 , pp. 986-995
    • Härdle, W.1    Stoker, T.M.2
  • 21
    • 21144469983 scopus 로고
    • Optimal smoothing in single-index models
    • Härdle, W., Hall, P. and Ichimura, H. (1993). Optimal smoothing in single-index models, Ann. Statist., 21, 157-178.
    • (1993) Ann. Statist. , vol.21 , pp. 157-178
    • Härdle, W.1    Hall, P.2    Ichimura, H.3
  • 23
    • 0142134757 scopus 로고
    • Ph.D. thesis, Department of Economics, MIT, Massachusetts
    • Ichimura, H. (1987). Estimation of Single-Index Models, Ph.D. thesis, Department of Economics, MIT, Massachusetts.
    • (1987) Estimation of Single-Index Models
    • Ichimura, H.1
  • 24
    • 0000091003 scopus 로고
    • Asymptotic properties of nonlinear least squares estimators
    • Jennrich, R. I. (1969). Asymptotic properties of nonlinear least squares estimators, Ann. Math. Statist., 40, 633-643.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 633-643
    • Jennrich, R.I.1
  • 25
    • 0001182369 scopus 로고
    • p and generalized cross-validation in ridge regression with application to spline smoothing
    • p and generalized cross-validation in ridge regression with application to spline smoothing, Ann. Statist., 14, 1101-1112.
    • (1986) Ann. Statist. , vol.14 , pp. 1101-1112
    • Li, K.C.1
  • 26
    • 0001462696 scopus 로고
    • L, cross-validation and generalized cross-validation: Discrete index set
    • L, cross-validation and generalized cross-validation: discrete index set, Ann. Statist., 15, 958-975.
    • (1987) Ann. Statist. , vol.15 , pp. 958-975
    • Li, K.C.1
  • 27
    • 0001017987 scopus 로고
    • Regression analysis under link violation
    • Li, K. C. (1989). Regression analysis under link violation, Ann. Statist., 17, 1009-1052.
    • (1989) Ann. Statist. , vol.17 , pp. 1009-1052
    • Li, K.C.1
  • 29
    • 0002774816 scopus 로고
    • A cubic spline extension of the Durbin-Watson test
    • Munson. P. J. and Jernigan, R. W. (1989). A cubic spline extension of the Durbin-Watson test, Biometrika, 76, 39-47.
    • (1989) Biometrika , vol.76 , pp. 39-47
    • Munson, P.J.1    Jernigan, R.W.2
  • 32
    • 0642365448 scopus 로고
    • CBMS/NSF Regional Conference Series in Applied Mathematics, SIAM/IMS, Philadelphia
    • Pollard, D. (1990). Empirical Processes: Theory and Applications, CBMS/NSF Regional Conference Series in Applied Mathematics, SIAM/IMS, Philadelphia.
    • (1990) Empirical Processes: Theory and Applications
    • Pollard, D.1
  • 33
    • 0001099098 scopus 로고
    • Semiparametric estimation of index coefficients
    • Powell, J. L., Stoker, J. H. and Stoker, T. M. (1989). Semiparametric estimation of index coefficients, Econometrica, 57, 1403-1430.
    • (1989) Econometrica , vol.57 , pp. 1403-1430
    • Powell, J.L.1    Stoker, J.H.2    Stoker, T.M.3
  • 34
    • 0000196746 scopus 로고
    • Convergence rates for partially splined models
    • Rice, J. (1986). Convergence rates for partially splined models, Statist. Probab. Lett., 4, 203-208.
    • (1986) Statist. Probab. Lett. , vol.4 , pp. 203-208
    • Rice, J.1
  • 35
    • 0000218602 scopus 로고
    • Root-N-consistent semiparametric regression
    • Robinson, P. (1988). Root-N-consistent semiparametric regression, Econometrica, 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.1
  • 36
    • 0002832234 scopus 로고
    • Algorithms for separable nonlinear least squares problems
    • Ruhe, A. and Wedin, P. A. (1980). Algorithms for separable nonlinear least squares problems, SIAM Review, 22, 318-337.
    • (1980) SIAM Review , vol.22 , pp. 318-337
    • Ruhe, A.1    Wedin, P.A.2
  • 37
    • 38249038971 scopus 로고
    • Consistent estimation of limited dependent variable models despite misspecification of distribution
    • Ruud, P. A. (1986). Consistent estimation of limited dependent variable models despite misspecification of distribution, J. Econometrics, 32, 157-187.
    • (1986) J. Econometrics , vol.32 , pp. 157-187
    • Ruud, P.A.1
  • 38
    • 21144467148 scopus 로고
    • Exploring regression structure using nonparametric functional estimation
    • Samarov, A. (1993). Exploring regression structure using nonparametric functional estimation, J. Amer. Statist. Assoc., 423, 836-847.
    • (1993) J. Amer. Statist. Assoc. , vol.423 , pp. 836-847
    • Samarov, A.1
  • 40
    • 0000713437 scopus 로고
    • Kernel smoothing in partial linear models
    • Speckman, P. (1988). Kernel smoothing in partial linear models, J. Roy. Statist. Soc. Ser. B, 50, 413-436.
    • (1988) J. Roy. Statist. Soc. Ser. B , vol.50 , pp. 413-436
    • Speckman, P.1
  • 41
    • 0000695077 scopus 로고
    • Consistent estimation of scaled coefficients
    • Stoker, T. M. (1986). Consistent estimation of scaled coefficients, Econometrica, 54, 1461-1481.
    • (1986) Econometrica , vol.54 , pp. 1461-1481
    • Stoker, T.M.1
  • 42
    • 21144475756 scopus 로고
    • Smoothing bias in density derivative estimation
    • Stoker, T. M. (1993). Smoothing bias in density derivative estimation, J. Amer. Statist. Assoc., 423, 855-863.
    • (1993) J. Amer. Statist. Assoc. , vol.423 , pp. 855-863
    • Stoker, T.M.1
  • 43
    • 0000439527 scopus 로고
    • Optimal global rates of convergence for nonparametric regression
    • Stone, C. J. (1982). Optimal global rates of convergence for nonparametric regression, Ann. Statist., 10, 1040-1053.
    • (1982) Ann. Statist. , vol.10 , pp. 1040-1053
    • Stone, C.J.1
  • 45
    • 38249003631 scopus 로고
    • Tests of specification for parametric and semi-parametric models
    • Whang, Y. J. and Andrews, D. W. K. (1993). Tests of specification for parametric and semi-parametric models, J. Econometrics, 57, 277-318.
    • (1993) J. Econometrics , vol.57 , pp. 277-318
    • Whang, Y.J.1    Andrews, D.W.K.2
  • 46
    • 0000480451 scopus 로고
    • Asymptotic theory of nonlinear least squares estimate
    • Wu, C. F. (1981). Asymptotic theory of nonlinear least squares estimate, Ann. Statist., 9, 501-513.
    • (1981) Ann. Statist. , vol.9 , pp. 501-513
    • Wu, C.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.