Functional Partial Linear Single-index Model

doi:10.1111/sjos.12178

CSpace > 应用数学研究所

	Functional Partial Linear Single-index Model
	Wang, Guochang 1; Feng, Xiang-Nan 2; Chen, Min3
	2016-03-01
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
卷号	43 期号:1 页码:261-274
摘要	This paper deals with the problem of predicting the real-valued response variable using explanatory variables containing both multivariate random variable and random curve. The proposed functional partial linear single-index model treats the multivariate random variable as linear part and the random curve as functional single-index part, respectively. To estimate the non-parametric link function, the functional single-index and the parameters in the linear part, a two-stage estimation procedure is proposed. Compared with existing semi-parametric methods, the proposed approach requires no initial estimation and iteration. Asymptotical properties are established for both the parameters in the linear part and the functional single-index. The convergence rate for the non-parametric link function is also given. In addition, asymptotical normality of the error variance is obtained that facilitates the construction of confidence region and hypothesis testing for the unknown parameter. Numerical experiments including simulation studies and a real-data analysis are conducted to evaluate the empirical performance of the proposed method.
关键词	functional data analysis functional dimension reduction functional semi-parametric model single-index model
DOI	10.1111/sjos.12178
语种	英语
资助项目	NSFC from the National Natural Science Foundation of China[11371354] ; Key Laboratory of Random Complex Structures and Data Science, Chinese Academy of Sciences, Beijing, China[2008DP173182] ; National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences, Beijing, China ; China Postdoctoral Science Foundation[2013M541060] ; Fundamental Research Funds for the Central Universities[12615304] ; Fundamental Research Funds for the Central Universities[84015024] ; National Science Foundation of China[NSFC 11271064] ; National Science Foundation of China[11501248]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000371237300018
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/22155
专题	应用数学研究所
通讯作者	Chen, Min
作者单位	1.Jinan Univ, Coll Econ, Guangzhou, Guangdong, Peoples R China 2.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China 3.Chinese Acad Sci, Acad Math Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Wang, Guochang,Feng, Xiang-Nan,Chen, Min. Functional Partial Linear Single-index Model[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(1):261-274.
APA	Wang, Guochang,Feng, Xiang-Nan,&Chen, Min.(2016).Functional Partial Linear Single-index Model.SCANDINAVIAN JOURNAL OF STATISTICS,43(1),261-274.
MLA	Wang, Guochang,et al."Functional Partial Linear Single-index Model".SCANDINAVIAN JOURNAL OF STATISTICS 43.1(2016):261-274.