generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels

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	generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels
	Hu Huimin 1; Xu Xingzhong 2; Li Guoying 3
	2010
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	23 期号:6 页码:1118
摘要	The one-sided and two-sided hypotheses about the parametric component in partially linear model are considered in this paper. Generalized p-values are proposed based on fiducial method for testing the two hypotheses at the presence of nonparametric nuisance parameter. Note that the nonparametric component can be approximated by a linear combination of some known functions, thus, the partially linear model can be approximated by a linear model. Thereby, generalized p-values for a linear model are studied first, and then the results are extended to the situation of partially linear model. Small sample frequency properties are analyzed theoretically. Meanwhile, simulations are conducted to assess the finite sample performance of the tests based on the proposed p-values
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/40445
专题	中国科学院数学与系统科学研究院
作者单位	1.山东大学 2.北京理工大学 3.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Hu Huimin,Xu Xingzhong,Li Guoying. generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels[J]. journalofsystemsscienceandcomplexity,2010,23(6):1118.
APA	Hu Huimin,Xu Xingzhong,&Li Guoying.(2010).generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels.journalofsystemsscienceandcomplexity,23(6),1118.
MLA	Hu Huimin,et al."generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels".journalofsystemsscienceandcomplexity 23.6(2010):1118.