Efficient estimation for the heteroscedastic single-index varying coefficient models

doi:10.1016/j.spl.2015.12.005

CSpace > 应用数学研究所

	Efficient estimation for the heteroscedastic single-index varying coefficient models
	Lai, Peng 1; Zhang, Qingzhao 2,3; Lian, Heng 4; Wang, Qihua5
	2016-03-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	110 页码:84-93
摘要	We propose a semiparametric estimator for the heteroscedastic single-index varying coefficient model. The estimator is proved to attain the semiparametric efficiency bound. Some simulation studies and a real data application are conducted to evaluate the proposed methods. (C) 2015 Elsevier B.V. All rights reserved.
关键词	Single-index varying coefficient model Efficiency Semiparametric efficiency bound Estimating equation
DOI	10.1016/j.spl.2015.12.005
语种	英语
资助项目	National Natural Science Foundation of China[11301279] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; Natural Science Foundation of Jiangsu Province for Youth[BK20140983] ; China Postdoctoral Science Foundation[2014M550799] ; National Science Foundation of China[11401561] ; National Science Fund for Distinguished Young Scholars in China[10725106] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000374627200011
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/22534
专题	应用数学研究所
通讯作者	Zhang, Qingzhao
作者单位	1.Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing, Jiangsu, Peoples R China 2.Xiamen Univ, Sch Econ, Xiamen, Peoples R China 3.Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China 4.Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China
推荐引用方式 GB/T 7714	Lai, Peng,Zhang, Qingzhao,Lian, Heng,et al. Efficient estimation for the heteroscedastic single-index varying coefficient models[J]. STATISTICS & PROBABILITY LETTERS,2016,110:84-93.
APA	Lai, Peng,Zhang, Qingzhao,Lian, Heng,&Wang, Qihua.(2016).Efficient estimation for the heteroscedastic single-index varying coefficient models.STATISTICS & PROBABILITY LETTERS,110,84-93.
MLA	Lai, Peng,et al."Efficient estimation for the heteroscedastic single-index varying coefficient models".STATISTICS & PROBABILITY LETTERS 110(2016):84-93.