中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 应用数学研究所
Partially linear single-index model with missing responses at random

文献类型：期刊论文

作者Lai, Peng1,2; Wang, Qihua1,3
刊名JOURNAL OF STATISTICAL PLANNING AND INFERENCE
出版日期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
DOI10.1016/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
WOS记录号WOS:000284386500042
出版者ELSEVIER SCIENCE BV
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.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。