发表日期：2015年12月31日

论文名称：Testing for change point in partially linear models

作者：张立文；Zhongyi Zhu

摘要：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.