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Author:

Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Feng, Sanying (Feng, Sanying.) | Peng, Heng (Peng, Heng.)

Indexed by:

Scopus SCIE

Abstract:

The varying coefficient partially linear model is considered in this paper When the plug-in estimators of coefficient functions are used the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric estimations To reduce the bias of the resulting smoothing score function a profile-type smoothed score function is proposed to draw inferences on the parameters of interest without using the quasi-likelihood framework the least favorable curve a higher order kernel or under-smoothing The resulting profile-type statistic is still asymptotically Chi-squared under some regularity conditions The results are then used to construct confidence regions for the parameters of interest A simulation study is carried out to assess the performance of the proposed method and to compare It with the profile least-squares method A real dataset is analyzed for illustration (C) 2010 Elsevier Inc All rights reserved

Keyword:

Curse of dimensionality Confidence region Varying coefficient partially linear model Local likelihood Profile-type smoothed score function

Author Community:

  • [ 1 ] [Li, Gaorong]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Feng, Sanying]Luoyang Normal Univ, Coll Math & Sci, Luoyang 471022, Peoples R China
  • [ 3 ] [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

Reprint Author's Address:

  • [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

Email:

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Source :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

Year: 2011

Issue: 2

Volume: 102

Page: 372-385

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 17

SCOPUS Cited Count: 19

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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