Theory and method of hypothetical test for nonparameters in linear semiparametric model
Theory and method of hypothetical test for nonparameters in linear semiparametric model
复制标题
DOI：
10.1179/1752270614y.0000000147
复制
发表时间：
2017-05
期刊：
影响因子：
1.6
通讯作者：
S. Ding;Junbo Shi;Wei Jiang
中科院分区：
文献类型：
--
作者：
S. Ding;Junbo Shi;Wei Jiang
线性半参数回归模型是线性参数模型和非参数模型的结合。本文在半参数模型惩罚最小二乘理论的基础上，详细讨论了半参数模型中非参数假设检验的理论和方法。导出了假设统计量并证明了相应的性质。通过模拟实验验证了所提出的假设检验理论和方法。
The linear semiparametric regression model is a combination of the linear parametric model and nonparametric model. Based on the penalised least squares theory for the semiparametric model, this paper presents a detailed discussion on the theory and method of the hypothetical test for the non-parameter in the semiparametric model. The hypothetical statistics are derived and the corresponding property is proved. The proposed theory and method of the hypothesis test are confirmed by simulated experiments.