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generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels
Hu Huimin1; Xu Xingzhong2; Li Guoying3
2010
Source Publicationjournalofsystemsscienceandcomplexity
ISSN1009-6124
Volume23Issue:6Pages:1118
AbstractThe 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
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/40445
Collection中国科学院数学与系统科学研究院
Affiliation1.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
Recommended Citation
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.
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