Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

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

Language

English

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. © 2010 Elsevier Inc.

Keywords

Generalised likelihood ratio test, Generalised varying-coefficient models, Hypothesis test, Local linear modelling, Simultaneous confidence band

Publication Date

2010

Source Publication Title

Journal of Multivariate Analysis

Volume

101

Issue

7

Start Page

1656

End Page

1680

Publisher

Elsevier

DOI

10.1016/j.jmva.2010.03.003

Link to Publisher's Edition

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

ISSN (print)

0047259X

This document is currently not available here.

Share

COinS