Efficient estimation for the heteroscedastic single-index varying coefficient models
文献类型：期刊论文
| 作者 | Lai, Peng1; Zhang, Qingzhao2,3; Lian, Heng4; Wang, Qihua5
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| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 出版日期 | 2016-03-01 |
| 卷号 | 110页码:84-93 |
| 关键词 | Single-index varying coefficient model Efficiency Semiparametric efficiency bound Estimating equation |
| ISSN号 | 0167-7152 |
| DOI | 10.1016/j.spl.2015.12.005 |
| 英文摘要 | We propose a semiparametric estimator for the heteroscedastic single-index varying coefficient model. The estimator is proved to attain the semiparametric efficiency bound. Some simulation studies and a real data application are conducted to evaluate the proposed methods. (C) 2015 Elsevier B.V. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[11301279] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; Natural Science Foundation of Jiangsu Province for Youth[BK20140983] ; China Postdoctoral Science Foundation[2014M550799] ; National Science Foundation of China[11401561] ; National Science Fund for Distinguished Young Scholars in China[10725106] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000374627200011 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22533]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhang, Qingzhao |
| 作者单位 | 1.Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing, Jiangsu, Peoples R China 2.Xiamen Univ, Sch Econ, Xiamen, Peoples R China 3.Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China 4.Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia 5.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lai, Peng,Zhang, Qingzhao,Lian, Heng,et al. Efficient estimation for the heteroscedastic single-index varying coefficient models[J]. STATISTICS & PROBABILITY LETTERS,2016,110:84-93. |
| APA | Lai, Peng,Zhang, Qingzhao,Lian, Heng,&Wang, Qihua.(2016).Efficient estimation for the heteroscedastic single-index varying coefficient models.STATISTICS & PROBABILITY LETTERS,110,84-93. |
| MLA | Lai, Peng,et al."Efficient estimation for the heteroscedastic single-index varying coefficient models".STATISTICS & PROBABILITY LETTERS 110(2016):84-93. |
入库方式： OAI收割
来源：数学与系统科学研究院
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