Series Estimation in Partially Linear In-Slide Regression Models
文献类型：期刊论文
| 作者 | You, Jinhong2; Zhou, Xian1; Zhou, Yong3
|
| 刊名 | SCANDINAVIAN JOURNAL OF STATISTICS
 |
| 出版日期 | 2011-03-01 |
| 卷号 | 38期号:1页码:89-107 |
| 关键词 | fixed effect partially linear semiparametric least squares series approximation |
| ISSN号 | 0303-6898 |
| DOI | 10.1111/j.1467-9469.2010.00711.x |
| 英文摘要 | The partially linear in-slide model (PLIM) is a useful tool to make econometric analyses and to normalize microarray data. In this article, by using series approximations and a least squares procedure, we propose a semiparametric least squares estimator (SLSE) for the parametric component and a series estimator for the non-parametric component. Under weaker conditions than those imposed in the literature, we show that the SLSE is asymptotically normal and that the series estimator attains the optimal convergence rate of non-parametric regression. We also investigate the estimating problem of the error variance. In addition, we propose a wild block bootstrap-based test for the form of the non-parametric component. Some simulation studies are conducted to illustrate the finite sample performance of the proposed procedure. An example of application on a set of economical data is also illustrated. |
| 资助项目 | National Natural Science Foundation of China (NSFC)[10731010] ; National Natural Science Foundation of China (NSFC)[10628104] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; leading Academic Discipline Program, 211 Project for Shanghai University of Finance and Economics[B803] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000287151500005 |
| 出版者 | WILEY-BLACKWELL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12478]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhou, Xian |
| 作者单位 | 1.Macquarie Univ, Dept Actuarial Studies, N Ryde, NSW 2109, Australia 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China 3.Chinese Acad Sci, Inst Appl Math, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | You, Jinhong,Zhou, Xian,Zhou, Yong. Series Estimation in Partially Linear In-Slide Regression Models[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2011,38(1):89-107. |
| APA | You, Jinhong,Zhou, Xian,&Zhou, Yong.(2011).Series Estimation in Partially Linear In-Slide Regression Models.SCANDINAVIAN JOURNAL OF STATISTICS,38(1),89-107. |
| MLA | You, Jinhong,et al."Series Estimation in Partially Linear In-Slide Regression Models".SCANDINAVIAN JOURNAL OF STATISTICS 38.1(2011):89-107. |
入库方式： OAI收割
来源：数学与系统科学研究院
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