Partially linear single-index model with missing responses at random

doi:10.1016/j.jspi.2010.09.012

CSpace > 应用数学研究所

	Partially linear single-index model with missing responses at random
	Lai, Peng 1,2; Wang, Qihua1,3
	2011-02-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	141 期号:2 页码:1047-1058
摘要	This paper considers semiparametric partially linear single-index model with missing responses at random. Imputation approach is developed to estimate the regression coefficients, single-index coefficients and the nonparametric function, respectively. The imputation estimators for the regression coefficients and single-index coefficients are obtained by a stepwise approach. These estimators are shown to be asymptotically normal, and the estimator for the nonparametric function is proved to be asymptotically normal at any fixed point. The bandwidth problem is also considered in this paper, a delete-one cross validation method is used to select the optimal bandwidth. A simulation study is conducted to evaluate the proposed methods. (C) 2010 Elsevier B.V. All rights reserved.
关键词	Single-index model Semiparametric models Imputation estimator Local linear smooth Bandwidth selection
DOI	10.1016/j.jspi.2010.09.012
语种	英语
资助项目	National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Random Complex Structure and Data Science, CAS ; Yunnan University
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000284386500042
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12458
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Nanjing Univ Informat Sci & Technol, Coll Math & Phys, Nanjing 210044, Peoples R China 3.Yunnan Univ, Dept Math & Stat, Kunming 650091, Peoples R China
推荐引用方式 GB/T 7714	Lai, Peng,Wang, Qihua. Partially linear single-index model with missing responses at random[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2011,141(2):1047-1058.
APA	Lai, Peng,&Wang, Qihua.(2011).Partially linear single-index model with missing responses at random.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,141(2),1047-1058.
MLA	Lai, Peng,et al."Partially linear single-index model with missing responses at random".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 141.2(2011):1047-1058.