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Hypothesis Test for the Parameters of Linear Part in the Partial Linear EV Model

Hypothesis Test for the Parameters of Linear Part in the Partial Linear EV Model
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摘要 Hypothesis testing for the parametric component in the partial linear errors-in-variables (EV) regression models is discussed in this paper. Based on the corrected profile least square estimator, five test statistics are proposed and the asymptotic null distributions of them are deduced. Simulations have been done to show the performance of these test statistics under null and alternative hypothesis. Hypothesis testing for the parametric component in the partial linear errors-in-variables (EV) regression models is discussed in this paper. Based on the corrected profile least square estimator, five test statistics are proposed and the asymptotic null distributions of them are deduced. Simulations have been done to show the performance of these test statistics under null and alternative hypothesis.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2015年第4期1153-1166,共14页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China(No.11301351)
关键词 partial linear model measurement error bandwidth selection hypothesis testing partial linear model measurement error bandwidth selection hypothesis testing
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