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FOCUSED INFORMATION CRITERION AND MODEL AVERAGING FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS

文献类型：期刊论文

作者Zhang, Xinyu1; Liang, Hua2
刊名ANNALS OF STATISTICS
出版日期2011-02-01
卷号39期号:1页码:174-200
关键词Additive models backfitting focus parameter generalized partially linear models marginal integration model average model selection polynomial spline shrinkage methods
ISSN号0090-5364
DOI10.1214/10-AOS832
英文摘要We study model selection and model averaging in generalized additive partial linear models (GAPLMs). Polynomial spline is used to approximate nonparametric functions. The corresponding estimators of the linear parameters are shown to be asymptotically normal. We then develop a focused information criterion (FIC) and a frequentist model average (FMA) estimator on the basis of the quasi-likelihood principle and examine theoretical properties of the FIC and FMA. The major advantages of the proposed procedures over the existing ones are their computational expediency and theoretical reliability. Simulation experiments have provided evidence of the superiority of the proposed procedures. The approach is further applied to a real-world data example.
资助项目National Natural Science Foundation of China[70625004] ; National Natural Science Foundation of China[70933003] ; NSF[DMS-08-06097]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000288183800005
出版者INST MATHEMATICAL STATISTICS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/12279]  
专题系统科学研究所
通讯作者Zhang, Xinyu
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, BEIJING 100190, Peoples R China
2.Univ Rochester, Dept Biostat & Computat Biol, Rochester, NY 14642 USA
推荐引用方式
GB/T 7714		 Zhang, Xinyu,Liang, Hua. FOCUSED INFORMATION CRITERION AND MODEL AVERAGING FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS[J]. ANNALS OF STATISTICS,2011,39(1):174-200.
APA Zhang, Xinyu,&Liang, Hua.(2011).FOCUSED INFORMATION CRITERION AND MODEL AVERAGING FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS.ANNALS OF STATISTICS,39(1),174-200.
MLA Zhang, Xinyu,et al."FOCUSED INFORMATION CRITERION AND MODEL AVERAGING FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS".ANNALS OF STATISTICS 39.1(2011):174-200.

入库方式： OAI收割

来源：数学与系统科学研究院

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