Simultaneous confidence band for single-index random effects models with longitudinal data

被引：6
作者：
Yang, Suigen [1 ,2 ]
Xue, Liugen [1 ]
Li, Gaorong [1 ]
机构：
[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
[2] Tianjin Univ Commerce, Coll Sci, Tianjin 300134, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 85卷
基金：
高等学校博士学科点专项科研基金;
关键词：
Simultaneous confidence band; Single-index model; Random effects; Longitudinal data; VARYING-COEFFICIENT MODELS; MIXED-EFFECTS MODELS; NONPARAMETRIC REGRESSION; LINEAR-REGRESSION;
D O I：
10.1016/j.spl.2013.10.014
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：
We get the estimator of the link function, establish the asymptotic properties, and construct the simultaneous confidence band for single-index random effects models. Simulation studies and real data set are presented to evaluate the performance of the proposed method. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：6 / 14
页数：9
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