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作者:

Zhao, Yang (Zhao, Yang.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Feng, Sanying (Feng, Sanying.)

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EI Scopus SCIE

摘要:

In this paper, we consider the choice of pilot estimators for the single-index varying-coefficient model, which may result in radically different estimators, and develop the method for estimating the unknown parameter in this model. To estimate the unknown parameters efficiently, we use the outer product of gradient method to find the consistent initial estimators for interest parameters, and then adopt the refined estimation method to improve the efficiency, which is similar to the refined minimum average variance estimation method. An algorithm is proposed to estimate the model directly. Asymptotic properties for the proposed estimation procedure have been established. The bandwidth selection problem is also considered. Simulation studies are carried out to assess the finite sample performance of the proposed estimators, and efficiency comparisons between the estimation methods are made.

关键词:

Asymptotic normality convergence of algorithm global cost function local linear smoothing single-index varying-coefficient model

作者机构:

  • [ 1 ] [Zhao, Yang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Zhao, Yang]Nanchang Univ, Dept Math, Nanchang, Jiangxi, Peoples R China

通讯作者信息:

  • [Zhao, Yang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

年份: 2017

期: 9

卷: 46

页码: 4311-4326

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:39

中科院分区:4

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 3

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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