Smoothing Spline Estimation for Partially Linear Single-index Models

被引：2

作者：

Leung, Bartholomew ^{[2
]}

Wong, Heung ^{[2
]}

Zhang, Riquan ^{[1
,3
]}

Han, Shengtong ^{[1
]}

机构：

[1] E China Normal Univ, Dept Stat & Actuarial Sci, Shanghai 200241, Peoples R China

[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China

[3] Shanxi Datong Univ, Dept Math, Datong, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2010年 / 39卷 / 10期

基金：

中国国家自然科学基金;

关键词：

Average derivative estimate; Partially linear single-index models; Smoothing spline; SEMIPARAMETRIC ESTIMATION; AVERAGE DERIVATIVES; REGRESSION; COEFFICIENTS;

D O I：

10.1080/03610918.2010.526735

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, the partially linear single-index models are discussed based on smoothing spline and average derivative estimation method. This proposed technique consists of two stages: one is to estimate the vector parameter in the linear part using the smoothing cubic spline method, simultaneously, obtaining the estimator of unknown single-index function; the other is to estimate the single-index coefficients in the single-index part by the using average derivative estimator procedure. Some simulated and real examples are presented to illustrate the performance of this method.

引用

页码：1953 / 1961

页数：9

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