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Author:

Zhao, Yang (Zhao, Yang.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根) | Feng, Sanying (Feng, Sanying.)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper, we consider the choice of pilot estimators for the single-index varying-coefficient model, which may result in radically different estimators, and develop the method for estimating the unknown parameter in this model. To estimate the unknown parameters efficiently, we use the outer product of gradient method to find the consistent initial estimators for interest parameters, and then adopt the refined estimation method to improve the efficiency, which is similar to the refined minimum average variance estimation method. An algorithm is proposed to estimate the model directly. Asymptotic properties for the proposed estimation procedure have been established. The bandwidth selection problem is also considered. Simulation studies are carried out to assess the finite sample performance of the proposed estimators, and efficiency comparisons between the estimation methods are made.

Keyword:

convergence of algorithm single-index varying-coefficient model global cost function local linear smoothing Asymptotic normality

Author Community:

  • [ 1 ] [Zhao, Yang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Zhao, Yang]Nanchang Univ, Dept Math, Nanchang, Jiangxi, Peoples R China

Reprint Author's Address:

  • [Zhao, Yang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2017

Issue: 9

Volume: 46

Page: 4311-4326

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:66

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 4

SCOPUS Cited Count: 4

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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