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Testing for Change Points in Partially Linear Models
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作者 Li-wen ZHANG Zhong-yi ZHU 《应用数学学报:英文版》 SCIE CSCD 2015年第4期879-892,共14页
In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic... In this paper we provide a method to test the existence of the change points in the nonparametric regression function of partially linear models with conditional heteroscedastic variance. We propose the test statistic and establish its asymptotic properties under some regular conditions. Some simulation studies are given to investigate the performance of the proposed method in finite samples. Finally, the proposed method is applied to a real data for illustration. 展开更多
关键词 部分线性模型 检验统计量 非参数回归函数 变点 条件异方差 渐近性质 有限样本
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