An Extended Single-index Model with Missing Response at Random

doi:10.1111/sjos.12233

CSpace > 应用数学研究所

	An Extended Single-index Model with Missing Response at Random
	Wang, Qihua1,2 ; Zhang, Tao 3; Haerdle, Wolfgang Karl 4,5
	2016-12-01
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
卷号	43 期号:4 页码:1140-1152
摘要	An 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.
关键词	asymptotic normality estimating equations missing data single-index models
DOI	10.1111/sjos.12233
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000387456900013
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/24026
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.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
推荐引用方式 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.