scholarly journals Extremum sieve estimation in k-out-of-n systems

2016 ◽  
Vol 46 (10) ◽  
pp. 4915-4931 ◽  
Author(s):  
Tatiana Komarova
Keyword(s):  
Sieve Estimation

A Test for Functional Form Against Nonparametric Alternatives

1992 ◽  
Vol 8 (4) ◽  
pp. 452-475 ◽  
Author(s):  
Jeffrey M. Wooldridge
Keyword(s):  
Alternative Model ◽  
Regression Models ◽  
Functional Form ◽  
Parametric Model ◽  
Finite Sample ◽  
Test Statistic ◽  
Sieve Estimation ◽  
Finite Sample Properties ◽  
Standard Normal ◽  
Nonparametric Alternatives

A test for neglected nonlinearities in regression models is proposed. The test is of the Davidson-MacKinnon type against an increasingly rich set of non-nested alternatives, and is based on sieve estimation of the alternative model. For the case of a linear parametric model, the test statistic is shown to be asymptotically standard normal under the null, while rejecting with probability going to one if the linear model is misspecified. A small simulation study suggests that the test has adequate finite sample properties, but one must guard against over fitting the nonparametric alternative.

Least squares sieve estimation of mixture distributions with boundary effects

2015 ◽  
Vol 44 (2) ◽  
pp. 187-201 ◽  
Author(s):  
Mihee Lee ◽  
Ling Wang ◽  
Haipeng Shen ◽  
Peter Hall ◽  
Guang Guo ◽  
...  
Keyword(s):  
Least Squares ◽  
Boundary Effects ◽  
Mixture Distributions ◽  
Sieve Estimation
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