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- W2949451612 abstract "In the research on checking whether the underlying model is of parametric single-index structure with outliers in observations, the purpose of this paper is two-fold. First, a test that is robust against outliers is suggested. The Hampel's second-order influence function of the test statistic is proved to be bounded. Second, the test fully uses the dimension reduction structure of the hypothetical model and automatically adapts to alternative models when the null hypothesis is false. Thus, the test can greatly overcome the dimensionality problem and is still omnibus against general alternative models. The performance of the test is demonstrated by both Monte Carlo simulation studies and an application to a real dataset." @default.
- W2949451612 created "2019-06-27" @default.
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- W2949451612 date "2015-10-12" @default.
- W2949451612 modified "2023-09-23" @default.
- W2949451612 title "A robust adaptive-to-model enhancement test for parametric single-index models" @default.
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- W2949451612 doi "https://doi.org/10.48550/arxiv.1510.03163" @default.
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