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作者:

Du, Jiang (Du, Jiang.) (学者:杜江) | Sun, Zhimeng (Sun, Zhimeng.) | Xie, Tianfa (Xie, Tianfa.)

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Scopus SCIE

摘要:

In this paper, we study M-estimation for the partially linear model under monotonic constraints. We use monotone B-splines to approximate the monotone nonparametric function. We show the large sample properties of the resulting estimators. The proposed estimator of parameter part is root-n consistent, and asymptotically normal and the estimator for the nonparametric component achieves the optimal convergence rate. A simulation study is conducted to evaluate the finite sample performance of the method. The proposed procedure is illustrated by an air pollution study. Crown Copyright (C) 2013 Published by Elsevier B.V. All rights reserved.

关键词:

M-estimation Quantile regression Empirical process Monotone B-splines

作者机构:

  • [ 1 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xie, Tianfa]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China

通讯作者信息:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

年份: 2013

期: 5

卷: 83

页码: 1353-1363

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 7

SCOPUS被引频次: 7

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: 4

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