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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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Scopus SCIE

摘要:

In this paper, we study the estimation for the partial linear single-index varying-coefficient model, which is a natural extension of the partially linear varying-coefficient model. A stepwise estimation procedure is developed to obtain asymptotic normality estimators of the index parameter vector, the coefficient parameter vector, and the coefficient function vector. The asymptotic properties of the resulting estimators are established under some conditions. A simulation study is conducted to assess the performance of the stepwise estimation procedure and the results show that our proposed procedure performs well in finite samples. Furthermore, a real data example is also used to illustrate our proposed method.

关键词:

Asymptotic normality Local linear smoothing Partial linear single-index varying-coefficient model Stepwise estimation procedure

作者机构:

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

通讯作者信息:

  • 薛留根

    [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

年份: 2019

0 . 9 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:25

被引次数:

WoS核心集被引频次: 2

SCOPUS被引频次: 1

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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