Research

Simultaneous confidence band and hypothesis test in generalised varying-coefficient models


Reference:

Zhang, W. and Peng, H., 2010. Simultaneous confidence band and hypothesis test in generalised varying-coefficient models. Journal of Multivariate Analysis, 101 (7), pp. 1656-1680.

Related documents:

This repository does not currently have the full-text of this item.
You may be able to access a copy if URLs are provided below. (Contact Author)

Official URL:

http://dx.doi.org/10.1016/j.jmva.2010.03.003

Abstract

Generalised varying-coefficient models (GVC) are very important models. There are a considerable number of literature addressing these models. However, most of the existing literature are devoted to the estimation procedure. In this paper, we systematically investigate the statistical inference for GVC, which includes confidence band as well as hypothesis test. We establish the asymptotic distribution of the maximum discrepancy between the estimated functional coefficient and the true functional coefficient. We compare different approaches for the construction of confidence band and hypothesis test. Finally, the proposed statistical inference methods are used to analyse the data from China about contraceptive use there, which leads to some interesting findings.

Details

Item Type Articles
CreatorsZhang, W.and Peng, H.
DOI10.1016/j.jmva.2010.03.003
Uncontrolled Keywordsgeneralised likelihood ratio test, simultaneous confidence band, hypothesis test, local linear modelling, generalised varying-coefficient models
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code18952

Export

Actions (login required)

View Item