Testing parametric models in linear-directional regression

Garcia-Portugues Eduardo; Van Keilegom Ingrid; Crujeiras Rosa M.; Gonzalez-Manteiga Wenceslao

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Testing parametric models in linear-directional regression

机译：在线性方向回归中测试参数模型

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This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared distance between a smooth and a parametric regression estimator, where the smooth regression estimator is obtained by a projected local approach. Asymptotic behaviour of the test statistic under the null hypothesis and local alternatives is provided, jointly with a consistent bootstrap algorithm for application in practice. A simulation study illustrates the performance of the test in finite samples. The procedure is applied to test a linear model in text mining.

机译：本文针对具有标量响应和方向预测器的参数回归模型（即任意维度的球面上的向量）提出了拟合优度检验。测试程序基于平滑回归和参数回归估计之间的加权平方距离，其中平滑回归估计是通过投影局部方法获得的。提供了在原假设和局部替代条件下检验统计量的渐近行为，以及在实践中应用的一致引导算法。仿真研究说明了有限样本中测试的性能。该程序适用于测试文本挖掘中的线性模型。

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来源
《Scandinavian journal of statistics》 |2016年第4期|1178-1191|共14页
作者
Garcia-Portugues Eduardo; Van Keilegom Ingrid; Crujeiras Rosa M.; Gonzalez-Manteiga Wenceslao;
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作者单位

Univ Copenhagen, Dept Math Sci, Copenhagen, Denmark|Univ Copenhagen, Dept Biol, Bioinformat Ctr, Copenhagen, Denmark;

Catholic Univ Louvain, Inst Stat Biostat & Actuarial Sci, Louvain, Belgium;

Univ Santiago de Compostela, Dept Stat & Operat Res, Santiago De Compostela, Spain;

Univ Santiago de Compostela, Dept Stat & Operat Res, Santiago De Compostela, Spain;

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正文语种 eng
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关键词
bootstrap calibration; directional data; goodness-of-fit test; local linear regression;

机译：自举校准;方向数据;拟合优度检验;局部线性回归;

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1. A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression [J] . Chen SX, Van Keilegom I Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2009,第4期

机译：多响应回归中参数和半参数模型的拟合优度检验
2. Tests for independence in non-parametric heteroscedastic regression models [J] . Hlávka Z., Hu?ková M., Meintanis S.G. Journal of Multivariate Analysis: An International Journal . 2011,第4期

机译：非参数异方差回归模型中的独立性检验
3. GOODNESS-OF-FIT TESTS FOR PARAMETRIC REGRESSION MODELS BASED ON EMPIRICAL CHARACTERISTIC FUNCTIONS [J] . Marie Huskova, rnSimos G. Meintanis Kybernetika . 2009,第6期

机译：基于经验特征函数的参数回归模型拟合优检验
4. Parametric regression of 3D medical images through the exploration of non-parametric regression models [C] . Seiler Christof, Pennec Xavier, Reyes Mauricio IEEE International Symposium on Biomedical Imaging: From Nano to Macro . 2010

机译：通过探索非参数回归模型对3D医学图像进行参数回归
5. Three nonparametric specification tests for parametric regression models: The kernel estimation approach [D] . Wang, Sejong. 1994

机译：参数回归模型的三种非参数规范测试：核估计方法
6. Application of semi-parametric single-index two-part regression and parametric two-part regression in estimation of the cost of functional gastrointestinal disorders [O] . Mohadese shojai, Anoshirvan Kazemnejad, Farid Zayeri, 2013

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7. Testing parametric models in linear-directional regression [O] . Garcia-Portugues Eduardo, Van Keilegom Ingrid, Crujeiras Rosa M, 2016

机译：在线性方向回归中测试参数模型

Testing parametric models in linear-directional regression

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