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An important model in handling the multivariate data is the partially linear single-index regression model with a very flexible distribution--beta distribution, which is commonly used to model data restricted to some open intervals on the line. In this paper, the score test is extended to the...
Persistent link: https://www.econbiz.de/10009249317
Single index models are natural extensions of linear models and overcome the so-called curse of dimensionality. They have applications to many fields, such as medicine, economics and finance. However, most existing methods based on least squares or likelihood are sensitive when there are...
Persistent link: https://www.econbiz.de/10010702795