| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149183 | Journal of Statistical Planning and Inference | 2010 | 20 Pages |
Abstract
Under missing at random, we estimate the unknown link function and the direction parameter in a single index model. The central limit theory and the convergence rate of the law of the iterated logarithm for the estimator of the direction parameter are derived, the optimal convergence rate for the estimator of the link function is obtained and simulation results support the theoretical results of the paper.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yanhua Wang, Junshan Shen, Shuyuan He, Qihua Wang,