Efficient estimation of seemingly unrelated additive nonparametric regression models
文献类型：期刊论文
| 作者 | Yuan Yuan1; You Jinhong1; Zhou Yong1 |
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2013 |
| 卷号 | 26期号:4页码:595-608 |
| 关键词 | BAYESIAN-INFERENCE CONSISTENCY Additive structure asymptotic normality nonparametric modelling polynomial spline seemingly unrelated regression two-stage estimation |
| ISSN号 | 1009-6124 |
| 其他题名 | EFFICIENT ESTIMATION OF SEEMINGLY UNRELATED ADDITIVE NONPARAMETRIC REGRESSION MODELS |
| 英文摘要 | This paper is concerned with the estimating problem of seemingly unrelated (SU) nonparametric additive regression models. A polynomial spline based two-stage efficient approach is proposed to estimate the nonparametric components, which takes both of the additive structure and correlation between equations into account. The asymptotic normality of the derived estimators are establishedi. The authors also show they own some advantages, including they are asymptotically more efficient than those based on only the individual regression equation and have an oracle property, which is the asymptotic distribution of each additive component is the same as it would be if the other components were known with certainty. Some simulation studies are conducted to illustrate the finite sample performance of the proposed procedure. Applying the proposed procedure to a real data set is also made. |
| 资助项目 | [National Natural Science Funds for Distinguished Young Scholar] ; [National Natural Science Foundation of China] ; [National Basic Research Program] ; [Creative Research Groups of China] ; [leading Academic Discipline Program, 211 Project for Shanghai University of Finance and Economics (the 3rd phase)] |
| 语种 | 英语 |
| CSCD记录号 | CSCD:4908046 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/55064]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.上海大学 2.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Yuan Yuan,You Jinhong,Zhou Yong. Efficient estimation of seemingly unrelated additive nonparametric regression models[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2013,26(4):595-608. |
| APA | Yuan Yuan,You Jinhong,&Zhou Yong.(2013).Efficient estimation of seemingly unrelated additive nonparametric regression models.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,26(4),595-608. |
| MLA | Yuan Yuan,et al."Efficient estimation of seemingly unrelated additive nonparametric regression models".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 26.4(2013):595-608. |
入库方式： OAI收割
来源：数学与系统科学研究院
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