Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
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DOI：
10.1016/j.jmva.2010.03.003
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发表时间：
2010-08-01
影响因子：
1.6
通讯作者：
Peng, Heng
中科院分区：
文献类型：
--
作者：
Zhang, Wenyang;Peng, Heng
广义变系数模型(GVC)是非常重要的模型。有相当数量的文献涉及这些模型。然而，现有的大部分文献都是关于估计过程的。本文系统地研究了GVC的统计推断，包括置信度和假设检验。我们建立了估计泛函系数与真实泛函系数之间最大偏差的渐近分布。我们比较了不同的构造置信度和假设检验的方法。最后，利用所提出的统计推断方法对中国的避孕药具使用数据进行了分析，得出了一些有趣的发现。(C)2010 Elsevier Inc.保留所有权利。
Generalised varying-coefficient models (GVC) are very important models. There are a considerable number of literature addressing these models. However, most of the existing literature are devoted to the estimation procedure. In this paper, we systematically investigate the statistical inference for GVC, which includes confidence band as well as hypothesis test. We establish the asymptotic distribution of the maximum discrepancy between the estimated functional coefficient and the true functional coefficient. We compare different approaches for the construction of confidence band and hypothesis test. Finally, the proposed statistical inference methods are used to analyse the data from China about contraceptive use there, which leads to some interesting findings. (C) 2010 Elsevier Inc. All rights reserved.