华东师范大学学报（自然科学版）Issue(4)：54-61,8.
半参数变系数部分线性模型的函系数检验
Tests for functional-coefficient parts on semiparametric varying-coefficient partially linear models
摘要
Abstract
Based on the quasi-likelihood estimates obtained by the local linear method, the generalized likelihood ratio tests for the models were established. Under the null hypothesis the test statistic followed asymptotically the χ~2-distribution with the scale constants and the degree of freedom being independent of the nuisance parameters and the nuisance functions, which was called the Wilks phenomenon. A simulated example was presented to illustrate the proposed methods.关键词
局部线性方法/拟似然估计/广义似然比检验/Wilks现象Key words
local linear method/ quasi-likelihood estimates/ generalized likelihood ratio tests/ Wilks phenomenon分类
数理科学引用本文复制引用
黄振生..半参数变系数部分线性模型的函系数检验[J].华东师范大学学报（自然科学版）,2009,(4):54-61,8.基金项目
华东师范大学2007优秀博士培养基金 （）
