Partially linear single-index model with missing responses at random | |
Lai, Peng1,2; Wang, Qihua1,3![]() | |
刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
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2011-02-01 | |
卷号 | 141期号:2页码:1047-1058 |
关键词 | Single-index model Semiparametric models Imputation estimator Local linear smooth Bandwidth selection |
ISSN号 | 0378-3758 |
DOI | 10.1016/j.jspi.2010.09.012 |
英文摘要 | This paper considers semiparametric partially linear single-index model with missing responses at random. Imputation approach is developed to estimate the regression coefficients, single-index coefficients and the nonparametric function, respectively. The imputation estimators for the regression coefficients and single-index coefficients are obtained by a stepwise approach. These estimators are shown to be asymptotically normal, and the estimator for the nonparametric function is proved to be asymptotically normal at any fixed point. The bandwidth problem is also considered in this paper, a delete-one cross validation method is used to select the optimal bandwidth. A simulation study is conducted to evaluate the proposed methods. (C) 2010 Elsevier B.V. All rights reserved. |
资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[10671198] ; National Science Fund for Creative Research Groups in China ; Key Lab of Random Complex Structure and Data Science, CAS ; Yunnan University |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000284386500042 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12457] ![]() |
专题 | 应用数学研究所 |
通讯作者 | Wang, Qihua |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Nanjing Univ Informat Sci & Technol, Coll Math & Phys, Nanjing 210044, Peoples R China 3.Yunnan Univ, Dept Math & Stat, Kunming 650091, Peoples R China |
推荐引用方式 GB/T 7714 | Lai, Peng,Wang, Qihua. Partially linear single-index model with missing responses at random[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2011,141(2):1047-1058. |
APA | Lai, Peng,&Wang, Qihua.(2011).Partially linear single-index model with missing responses at random.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,141(2),1047-1058. |
MLA | Lai, Peng,et al."Partially linear single-index model with missing responses at random".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 141.2(2011):1047-1058. |
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