• 综合
  • 标题
  • 关键词
  • 摘要
  • 学者
  • 期刊-刊名
  • 期刊-ISSN
  • 会议名称
搜索

作者:

Wang, Jane-Ling (Wang, Jane-Ling.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根) | Zhu, Lixing (Zhu, Lixing.) | Chong, Yun Sam (Chong, Yun Sam.)

收录:

Scopus SCIE

摘要:

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the parameters in the linear component of the model. Asymptotic normality is established for both parametric components. For the index, a constrained estimating equation leads to an asymptotically more efficient estimator than existing estimators in the sense that it is of a smaller limiting variance. The estimator of the nonparametric link function achieves optimal convergence rates, and the structural error variance is obtained. In addition, the results facilitate the construction of confidence regions and hypothesis testing for the unknown parameters. A simulation study is performed and an application to a real dataset is illustrated. The extension to multiple indices is briefly sketched.

关键词:

bandwidth Dimension reduction kernel smoother local linear smoothing two-stage estimation

作者机构:

  • [ 1 ] [Wang, Jane-Ling]Univ Calif Davis, Dept Stat, Davis, CA 95616 USA
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Sch Appl Math & Phys, Beijing, Peoples R China
  • [ 3 ] [Zhu, Lixing]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
  • [ 4 ] [Chong, Yun Sam]William E Wecker Associates Inc, Novato, CA 94945 USA

通讯作者信息:

  • [Wang, Jane-Ling]Univ Calif Davis, Dept Stat, Davis, CA 95616 USA

查看成果更多字段

相关关键词:

相关文章:

来源 :

ANNALS OF STATISTICS

ISSN: 0090-5364

年份: 2010

期: 1

卷: 38

页码: 246-274

4 . 5 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:1

中科院分区:1

被引次数:

WoS核心集被引频次: 149

SCOPUS被引频次: 156

ESI高被引论文在榜: 11 展开所有

  • 2021-3
  • 2021-1
  • 2020-11
  • 2020-9
  • 2020-7
  • 2020-5
  • 2020-3
  • 2020-1
  • 2019-11
  • 2019-9
  • 2018-11

万方被引频次:

中文被引频次:

近30日浏览量: 2

归属院系:

在线人数/总访问数:878/2910771
地址:北京工业大学图书馆(北京市朝阳区平乐园100号 邮编:100124) 联系我们:010-67392185
版权所有:北京工业大学图书馆 站点建设与维护:北京爱琴海乐之技术有限公司