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Functional Partial Linear Single-index Model

文献类型：期刊论文

作者Wang, Guochang1; Feng, Xiang-Nan2; Chen, Min3
刊名SCANDINAVIAN JOURNAL OF STATISTICS
出版日期2016-03-01
卷号43期号:1页码:261-274
关键词functional data analysis functional dimension reduction functional semi-parametric model single-index model
ISSN号0303-6898
DOI10.1111/sjos.12178
英文摘要This paper deals with the problem of predicting the real-valued response variable using explanatory variables containing both multivariate random variable and random curve. The proposed functional partial linear single-index model treats the multivariate random variable as linear part and the random curve as functional single-index part, respectively. To estimate the non-parametric link function, the functional single-index and the parameters in the linear part, a two-stage estimation procedure is proposed. Compared with existing semi-parametric methods, the proposed approach requires no initial estimation and iteration. Asymptotical properties are established for both the parameters in the linear part and the functional single-index. The convergence rate for the non-parametric link function is also given. In addition, asymptotical normality of the error variance is obtained that facilitates the construction of confidence region and hypothesis testing for the unknown parameter. Numerical experiments including simulation studies and a real-data analysis are conducted to evaluate the empirical performance of the proposed method.
资助项目NSFC from the National Natural Science Foundation of China[11371354] ; Key Laboratory of Random Complex Structures and Data Science, Chinese Academy of Sciences, Beijing, China[2008DP173182] ; National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences, Beijing, China ; China Postdoctoral Science Foundation[2013M541060] ; Fundamental Research Funds for the Central Universities[12615304] ; Fundamental Research Funds for the Central Universities[84015024] ; National Science Foundation of China[NSFC 11271064] ; National Science Foundation of China[11501248]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000371237300018
出版者WILEY-BLACKWELL
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/22154]  
专题应用数学研究所
通讯作者Chen, Min
作者单位1.Jinan Univ, Coll Econ, Guangzhou, Guangdong, Peoples R China
2.Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China
3.Chinese Acad Sci, Acad Math Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Wang, Guochang,Feng, Xiang-Nan,Chen, Min. Functional Partial Linear Single-index Model[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(1):261-274.
APA Wang, Guochang,Feng, Xiang-Nan,&Chen, Min.(2016).Functional Partial Linear Single-index Model.SCANDINAVIAN JOURNAL OF STATISTICS,43(1),261-274.
MLA Wang, Guochang,et al."Functional Partial Linear Single-index Model".SCANDINAVIAN JOURNAL OF STATISTICS 43.1(2016):261-274.

入库方式： OAI收割

来源：数学与系统科学研究院

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