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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 study the estimation for the partial linear single-index varying-coefficient model, which is a natural extension of the partially linear varying-coefficient model. A stepwise estimation procedure is developed to obtain asymptotic normality estimators of the index parameter vector, the coefficient parameter vector, and the coefficient function vector. The asymptotic properties of the resulting estimators are established under some conditions. A simulation study is conducted to assess the performance of the stepwise estimation procedure and the results show that our proposed procedure performs well in finite samples. Furthermore, a real data example is also used to illustrate our proposed method.

Keyword:

Local linear smoothing Stepwise estimation procedure Asymptotic normality Partial linear single-index varying-coefficient model

Author Community:

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

Reprint Author's Address:

  • 薛留根

    [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

Year: 2019

Issue: 4

Volume: 51

Page: 1685-1703

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:54

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

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