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Author:

Xue, Liugen (Xue, Liugen.) (Scholars:薛留根) | Pang, Zhen (Pang, Zhen.)

Indexed by:

Scopus SCIE

Abstract:

We investigate the estimators of parameters of interest for a single-index varying-coefficient model. To estimate the unknown parameter efficiently, we first estimate the nonparametric component using local linear smoothing, then construct an estimator of parametric component by using estimating equations. Our estimator for the parametric component is asymptotically efficient, and the estimator of nonparametric component has asymptotic normality and optimal uniform convergence rate. Our results provide ways to construct confidence regions for the involved unknown parameters. The finite-sample behavior of the new estimators is evaluated through simulation studies, and applications to two real data are illustrated.

Keyword:

Local linear smoothing Confidence region Asymptotic normality Single-index varying-coefficient model Bandwidth

Author Community:

  • [ 1 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Pang, Zhen]Nanyang Technol Univ, Sch Phys & Math Sci, Div Math Sci, Singapore 639798, Singapore

Reprint Author's Address:

  • 薛留根

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

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Source :

STATISTICS AND COMPUTING

ISSN: 0960-3174

Year: 2013

Issue: 5

Volume: 23

Page: 589-599

2 . 2 0 0

JCR@2022

ESI Discipline: COMPUTER SCIENCE;

JCR Journal Grade:1

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count: 41

SCOPUS Cited Count: 41

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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