Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
Summary Local smoothing testing based on multivariate non-parametric regression estimation is one of the main model checking methodologies in the literature. However, the relevant tests suffer from the typical curse of dimensionality, resulting in slow rates of convergence to their limits under the null hypothesis and less deviation from the …