Add to ORKGAbstract: The single-index model with an unknown link function is a generalized lin-ear model that has been intensively investigated. This article considers a goodness-of-fit test for this model. Cramér-von Mises tests are constructed and the bootstrap method is used to provide p−values. The problem of bias in nonparametric estima-tion is tackled by the bootstrap method. Therefore, we do not need to undersmooth or oversmooth the link function. Some simulations are reported and some data are used for illustration
International audienceThe objective is to construct a tool to test the validity of a regression mode...
Cramir-von Mises type goodness of fit tests for interval censored data case 2 are proposed based on ...
[[abstract]]We concern ourselves with the methods for testing the overall goodness of fit of a param...
The single-index model with an unknown link function is a generalized linear model that has been int...
In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of ...
In single-index models the link or response function is not considered as fixed. The data determine ...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
Discrete choice models are frequently used in statistical and econometric practice. Standard models ...
A class of semiparametric regression models, called probabilistic index models, has been recently pr...
Single-index models are popular regression models that are more flexible than linear models and stil...
This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonn...
The problem of specifying the link function that models the dependence structure between two random ...
In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimati...
The possible discrepancy between a hypothesized model and the observed data is measured by so called...
Abstract: In this paper, we propose simultaneous confidence bands for the non-parametric link functi...
International audienceThe objective is to construct a tool to test the validity of a regression mode...
Cramir-von Mises type goodness of fit tests for interval censored data case 2 are proposed based on ...
[[abstract]]We concern ourselves with the methods for testing the overall goodness of fit of a param...
The single-index model with an unknown link function is a generalized linear model that has been int...
In this paper we study goodness-of-fit testing of single-index models. The large sample behavior of ...
In single-index models the link or response function is not considered as fixed. The data determine ...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
Discrete choice models are frequently used in statistical and econometric practice. Standard models ...
A class of semiparametric regression models, called probabilistic index models, has been recently pr...
Single-index models are popular regression models that are more flexible than linear models and stil...
This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonn...
The problem of specifying the link function that models the dependence structure between two random ...
In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimati...
The possible discrepancy between a hypothesized model and the observed data is measured by so called...
Abstract: In this paper, we propose simultaneous confidence bands for the non-parametric link functi...
International audienceThe objective is to construct a tool to test the validity of a regression mode...
Cramir-von Mises type goodness of fit tests for interval censored data case 2 are proposed based on ...
[[abstract]]We concern ourselves with the methods for testing the overall goodness of fit of a param...