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作者:

Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Pang, Zhen (Pang, Zhen.)

收录:

Scopus SCIE

摘要:

We investigate the estimators of parameters of interest for a single-index varying-coefficient model. To estimate the unknown parameter efficiently, we first estimate the nonparametric component using local linear smoothing, then construct an estimator of parametric component by using estimating equations. Our estimator for the parametric component is asymptotically efficient, and the estimator of nonparametric component has asymptotic normality and optimal uniform convergence rate. Our results provide ways to construct confidence regions for the involved unknown parameters. The finite-sample behavior of the new estimators is evaluated through simulation studies, and applications to two real data are illustrated.

关键词:

Asymptotic normality Bandwidth Confidence region Local linear smoothing Single-index varying-coefficient model

作者机构:

  • [ 1 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Pang, Zhen]Nanyang Technol Univ, Sch Phys & Math Sci, Div Math Sci, Singapore 639798, Singapore

通讯作者信息:

  • 薛留根

    [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China

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来源 :

STATISTICS AND COMPUTING

ISSN: 0960-3174

年份: 2013

期: 5

卷: 23

页码: 589-599

2 . 2 0 0

JCR@2022

ESI学科: COMPUTER SCIENCE;

ESI高被引阀值:136

JCR分区:1

中科院分区:2

被引次数:

WoS核心集被引频次: 36

SCOPUS被引频次: 34

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

近30日浏览量: 2

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