Generalized Quasi - Likelihood Ratio Statistics for Multivariate Time - Varying Coefficient Regression Models
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چکیده
ii c 2013 Yi Liu ALL RIGHTS RESERVED iii ABSTRACT YI LIU. Generalized Quasi-Likelihood Ratio Statistics for Multivariate Time-varying Coefficient Regression Models. (Under the direction of DR. JIANCHENG JIANG) Generalized likelihood ratio statistics have been a generally applicable method for testing nonparametric hypotheses about nonparametric functions.It has been widely used in many research areas. It was proposed in Fan,Zhang and Zhang (2001) and been extended to additive models in Fan and Jiang (2005). In this dissertation, I extend their work to multivariate case, my aim is to construct some test statistic to test whether the coefficients are indeed constants or some specific parametric/nonparametric functions for the time-varying coefficient model and the asymptotic null distribution of the proposed test statistic is independent of the nuisance parameters. iv ACKNOWLEDGMENTS
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تاریخ انتشار 2013