Gao, Zhaoxing; Mi, Zichuan; Ling, Shiqing Testing threshold effect in single-index models. (English) Zbl 07585562 Stat. Interface 16, No. 1, 43-56 (2023). Summary: This paper studies the supremum-type score test for the single-index model against a threshold single-index model. It is shown that the test weakly converges a maxima of a Gaussian process under the null hypothesis. The bootstrap method is used to tackle the bias problem and provide the \(p\)-values of our test statistic. Simulations are carried out to assess the performance of our procedure and real data examples are given for its illustration. MSC: 62-XX Statistics Keywords:single-index model; threshold; local linear smoother; bootstrap; bias correction PDFBibTeX XMLCite \textit{Z. Gao} et al., Stat. Interface 16, No. 1, 43--56 (2023; Zbl 07585562) Full Text: DOI