Series Estimation in Partially Linear In-Slide Regression Models

doi:10.1111/j.1467-9469.2010.00711.x

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	Series Estimation in Partially Linear In-Slide Regression Models
	You, Jinhong 2; Zhou, Xian 1; Zhou, Yong3
	2011-03-01
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
卷号	38 期号:1 页码:89-107
摘要	The 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.
关键词	fixed effect partially linear semiparametric least squares series approximation
DOI	10.1111/j.1467-9469.2010.00711.x
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000287151500005
出版者	WILEY-BLACKWELL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12479
专题	应用数学研究所
通讯作者	Zhou, Xian
作者单位	1.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
推荐引用方式 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.