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Series Estimation in Partially Linear In-Slide Regression Models
You, Jinhong2; Zhou, Xian1; Zhou, Yong3
2011-03-01
Source PublicationSCANDINAVIAN JOURNAL OF STATISTICS
ISSN0303-6898
Volume38Issue:1Pages:89-107
AbstractThe partially linear in-slide model (PLIM) is a useful tool to make econometric analyses and to normalize microarray data. In this article, by using series approximations and a least squares procedure, we propose a semiparametric least squares estimator (SLSE) for the parametric component and a series estimator for the non-parametric component. Under weaker conditions than those imposed in the literature, we show that the SLSE is asymptotically normal and that the series estimator attains the optimal convergence rate of non-parametric regression. We also investigate the estimating problem of the error variance. In addition, we propose a wild block bootstrap-based test for the form of the non-parametric component. Some simulation studies are conducted to illustrate the finite sample performance of the proposed procedure. An example of application on a set of economical data is also illustrated.
Keywordfixed effect partially linear semiparametric least squares series approximation
DOI10.1111/j.1467-9469.2010.00711.x
Language英语
Funding ProjectNational Natural Science Foundation of China (NSFC)[10731010] ; National Natural Science Foundation of China (NSFC)[10628104] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; leading Academic Discipline Program, 211 Project for Shanghai University of Finance and Economics[B803]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000287151500005
PublisherWILEY-BLACKWELL
Citation statistics
Cited Times:7[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/12479
Collection中国科学院数学与系统科学研究院
Affiliation1.Macquarie Univ, Dept Actuarial Studies, N Ryde, NSW 2109, Australia
2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
3.Chinese Acad Sci, Inst Appl Math, Beijing 100864, Peoples R China
Recommended Citation
GB/T 7714
You, Jinhong,Zhou, Xian,Zhou, Yong. Series Estimation in Partially Linear In-Slide Regression Models[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2011,38(1):89-107.
APA You, Jinhong,Zhou, Xian,&Zhou, Yong.(2011).Series Estimation in Partially Linear In-Slide Regression Models.SCANDINAVIAN JOURNAL OF STATISTICS,38(1),89-107.
MLA You, Jinhong,et al."Series Estimation in Partially Linear In-Slide Regression Models".SCANDINAVIAN JOURNAL OF STATISTICS 38.1(2011):89-107.
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