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GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS

文献类型：期刊论文

作者Hu, Huimin1; Xu, Xingzhong2; Li, Guoying3
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
出版日期2010-12-01
卷号23期号:6页码:1118-1132
关键词Fiducial inference frequency property generalized p-value hypothesis testing partially linear model
ISSN号1009-6124
DOI10.1007/s11424-010-8147-0
英文摘要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.
资助项目National Natural Science Foundation of China[10771015] ; Shandong University of Finance
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000286095100006
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/9737]  
专题中国科学院数学与系统科学研究院
通讯作者Hu, Huimin
作者单位1.Shandong Univ Finance, Sch Math & Stat, Jinan 250014, Peoples R China
2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Hu, Huimin,Xu, Xingzhong,Li, Guoying. GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(6):1118-1132.
APA Hu, Huimin,Xu, Xingzhong,&Li, Guoying.(2010).GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(6),1118-1132.
MLA Hu, Huimin,et al."GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.6(2010):1118-1132.

入库方式： OAI收割

来源：数学与系统科学研究院

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