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作者:

Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Feng, Sanying (Feng, Sanying.) | Peng, Heng (Peng, Heng.)

收录:

Scopus SCIE

摘要:

The varying coefficient partially linear model is considered in this paper When the plug-in estimators of coefficient functions are used the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric estimations To reduce the bias of the resulting smoothing score function a profile-type smoothed score function is proposed to draw inferences on the parameters of interest without using the quasi-likelihood framework the least favorable curve a higher order kernel or under-smoothing The resulting profile-type statistic is still asymptotically Chi-squared under some regularity conditions The results are then used to construct confidence regions for the parameters of interest A simulation study is carried out to assess the performance of the proposed method and to compare It with the profile least-squares method A real dataset is analyzed for illustration (C) 2010 Elsevier Inc All rights reserved

关键词:

Confidence region Curse of dimensionality Local likelihood Profile-type smoothed score function Varying coefficient partially linear model

作者机构:

  • [ 1 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Feng, Sanying]Luoyang Normal Univ, Coll Math & Sci, Luoyang 471022, Peoples R China
  • [ 3 ] [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

通讯作者信息:

  • [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

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来源 :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

年份: 2011

期: 2

卷: 102

页码: 372-385

1 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:84

JCR分区:2

中科院分区:3

被引次数:

WoS核心集被引频次: 17

SCOPUS被引频次: 19

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: 3

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