کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146900 | 957535 | 2011 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A profile-type smoothed score function for a varying coefficient partially linear model
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The varying coefficient partially linear model is considered in this paper. When the plug-in estimators of coefficient functions are used, the resulting smoothing score function becomes biased due to the slow convergence rate of nonparametric estimations. To reduce the bias of the resulting smoothing score function, a profile-type smoothed score function is proposed to draw inferences on the parameters of interest without using the quasi-likelihood framework, the least favorable curve, a higher order kernel or under-smoothing. The resulting profile-type statistic is still asymptotically Chi-squared under some regularity conditions. The results are then used to construct confidence regions for the parameters of interest. A simulation study is carried out to assess the performance of the proposed method and to compare it with the profile least-squares method. A real dataset is analyzed for illustration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 372-385
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 372-385
نویسندگان
Gaorong Li, Sanying Feng, Heng Peng,