An Extended Single-index Model with Missing Response at Random
文献类型：期刊论文
| 作者 | Wang, Qihua1,2 ; Zhang, Tao3; Haerdle, Wolfgang Karl4,5
|
| 刊名 | SCANDINAVIAN JOURNAL OF STATISTICS
 |
| 出版日期 | 2016-12-01 |
| 卷号 | 43期号:4页码:1140-1152 |
| 关键词 | asymptotic normality estimating equations missing data single-index models |
| ISSN号 | 0303-6898 |
| DOI | 10.1111/sjos.12233 |
| 英文摘要 | An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single-index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An algorithm for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Some simulation studies are conducted to investigate the finite sample performances of the proposed estimators. |
| 资助项目 | National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[11561006] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU ; research projects of colleges and universities in Guangxi[KY2015YB171] ; innovation project of Guangxi Graduate Education[JGY2015122] ; Key Base of Humanities and Social Sciences in Guangxi College ; Deutsche Forschungsgemeinschaft[SFB 649] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000387456900013 |
| 出版者 | WILEY-BLACKWELL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/24025]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Shenzhen Univ, Inst Stat Sci, Shenzhen, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Guangxi Univ Sci & Technol, Sch Sci, Liuzhou, Guangxi, Peoples R China 4.Singapore Management Univ, Sch Business, Singapore, Singapore 5.Humboldt Univ, CASE, Berlin, Germany |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Zhang, Tao,Haerdle, Wolfgang Karl. An Extended Single-index Model with Missing Response at Random[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(4):1140-1152. |
| APA | Wang, Qihua,Zhang, Tao,&Haerdle, Wolfgang Karl.(2016).An Extended Single-index Model with Missing Response at Random.SCANDINAVIAN JOURNAL OF STATISTICS,43(4),1140-1152. |
| MLA | Wang, Qihua,et al."An Extended Single-index Model with Missing Response at Random".SCANDINAVIAN JOURNAL OF STATISTICS 43.4(2016):1140-1152. |
入库方式： OAI收割
来源：数学与系统科学研究院
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