Two-stage estimation for seemingly unrelated nonparametric regression models
文献类型:期刊论文
作者 | You, Jinhong1; Xie, Shangyu2; Zhou, Yong2![]() |
刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
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出版日期 | 2007-12-01 |
卷号 | 20期号:4页码:509-520 |
关键词 | asymptotic normality nonparametric model seemingly unrelated regression two-stage estimation |
ISSN号 | 1009-6124 |
英文摘要 | This paper is concerned with the estimating problem of seemingly unrelated (SU) non-parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data from an ongoing environmental epidemiologic study are used to illustrate the proposed procedure. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000255240600005 |
出版者 | SPRINGER |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5249] ![]() |
专题 | 应用数学研究所 |
通讯作者 | You, Jinhong |
作者单位 | 1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | You, Jinhong,Xie, Shangyu,Zhou, Yong. Two-stage estimation for seemingly unrelated nonparametric regression models[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2007,20(4):509-520. |
APA | You, Jinhong,Xie, Shangyu,&Zhou, Yong.(2007).Two-stage estimation for seemingly unrelated nonparametric regression models.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,20(4),509-520. |
MLA | You, Jinhong,et al."Two-stage estimation for seemingly unrelated nonparametric regression models".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 20.4(2007):509-520. |
入库方式: OAI收割
来源:数学与系统科学研究院
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