Adaptive parametric test in a semiparametric regression model |
| |
Authors: | Jiti Gao |
| |
Affiliation: | 1. School of Mathematics &2. Statistical Science , The Queensland University of Technology , Brisbane, Queensland, Australia |
| |
Abstract: | Consider the semiparametric regression model Yi = x′iβ +g(ti)+ei for i=1,2, …,n. Here the design points (xi,ti) are known and nonrandom and the ei are iid random errors with Ee1 = 0 and Ee2 1 = α2<∞. Based on g(.) approximated by a B-spline function, we consider using atest statistic for testing H0 : β = 0. Meanwhile, an adaptive parametric test statistic is constructed and a large sample study for this adaptive parametric test statistic is presented. |
| |
Keywords: | Adaptive estimation asymptotic distribution B-spline smoothing nonparametric regression technique |
|
|