A simple test for a parametric single index model

A simple test for a parametric single index model

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Article ID: iaor19981719
Country: India
Volume: 34
Issue: 3
Start Page Number: 186
End Page Number: 195
Publication Date: Sep 1997
Journal: OPSEARCH
Authors: ,
Abstract:

Under quite weak regularity conditions, we propose a simple consistent test for a parametric single index model versus a semiparametric single index model.

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