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An Extended Single-index Model with Missing Response at Random
Wang, Qihua1,2; Zhang, Tao3; Haerdle, Wolfgang Karl4,5
2016-12-01
Source PublicationSCANDINAVIAN JOURNAL OF STATISTICS
ISSN0303-6898
Volume43Issue:4Pages:1140-1152
AbstractAn extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single-index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An algorithm for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Some simulation studies are conducted to investigate the finite sample performances of the proposed estimators.
Keywordasymptotic normality estimating equations missing data single-index models
DOI10.1111/sjos.12233
Language英语
Funding ProjectNational Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[11561006] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU ; research projects of colleges and universities in Guangxi[KY2015YB171] ; innovation project of Guangxi Graduate Education[JGY2015122] ; Key Base of Humanities and Social Sciences in Guangxi College ; Deutsche Forschungsgemeinschaft[SFB 649]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000387456900013
PublisherWILEY-BLACKWELL
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/24026
Collection应用数学研究所
Affiliation1.Shenzhen Univ, Inst Stat Sci, Shenzhen, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Guangxi Univ Sci & Technol, Sch Sci, Liuzhou, Guangxi, Peoples R China
4.Singapore Management Univ, Sch Business, Singapore, Singapore
5.Humboldt Univ, CASE, Berlin, Germany
Recommended Citation
GB/T 7714
Wang, Qihua,Zhang, Tao,Haerdle, Wolfgang Karl. An Extended Single-index Model with Missing Response at Random[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(4):1140-1152.
APA Wang, Qihua,Zhang, Tao,&Haerdle, Wolfgang Karl.(2016).An Extended Single-index Model with Missing Response at Random.SCANDINAVIAN JOURNAL OF STATISTICS,43(4),1140-1152.
MLA Wang, Qihua,et al."An Extended Single-index Model with Missing Response at Random".SCANDINAVIAN JOURNAL OF STATISTICS 43.4(2016):1140-1152.
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