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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.
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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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