已为您找到该学者20条结果 成果回收站
【期刊论文】Varying-coefficient single-index model
张日权, HeungWonga, ∗, Wai-cheung Ipa, Riquan Zhangb, c
Computational Statistics & Data Analysis 52 (2008) 1458-1476,-0001,():
-1年11月30日
In this paper, the varying-coefficient single-index model (VCSIM) is proposed. It can be seen as a generalization of the semivaryingcoefficient model by changing its constant coefficient part to a nonparametric component, or a generalization of the partially linear single-index model by replacing the constant coefficients of its linear part with varying coefficients. Based on the local linear method, average method and backfitting technique, the estimates of the unknown parameters and the unknown functions of the VCSIM are obtained and their asymptotic distributions are derived. Both simulated and real data examples are given to illustrate the model and the proposed estimation methodology.
Asymptotic theory, Average method, Back-fitting technique, Partially linear single-index model, Local linear method, Semivarying-coefficient model
-
42浏览
-
0点赞
-
0收藏
-
0分享
-
51下载
-
0
-
引用
【期刊论文】TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
张日权, Zhensheng Huang and Riquan Zhang
J. Korean Math. Soc. 47 (2010), No.2, pp. 385-407,-0001,():
-1年11月30日
To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the Â2-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.
-
37浏览
-
0点赞
-
0收藏
-
0分享
-
72下载
-
0
-
引用
【期刊论文】Statistical inference on parametric part for partially linear single-index model
张日权, ZHANG RiQuan, † & HUANG ZhenSheng
Science in China Series A: Mathematics Oct., 2009, Vol. 52, No. 10, 2227-2242,-0001,():
-1年11月30日
Statistical inference on parametric part for the partially linear single-index model (PLSIM) is considered in this paper. A profile least-squares technique for estimating the parametric part is proposed and the asymptotic normality of the profile least-squares estimator is given. Based on the estimator, a generalized likelihood ratio (GLR) test is proposed to test whether parameters on linear part for the model is under a contain linear restricted condition. Under the null model, the proposed GLR statistic follows asymptotically the χ2-distribution with the scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Both simulated and real data examples are used to illustrate our proposed methods.
asymptotic normality,, generalized likelihood ratio,, local linear method,, partially linear single-index model,, profile least-squares technique,, wilks phenomenon
-
34浏览
-
0点赞
-
0收藏
-
0分享
-
65下载
-
0
-
引用
【期刊论文】Statistical inference for the index parameter in single-index models☆
张日权, Riquan Zhanga, b, *, Zhensheng Huanga, Yazhao Lv a
Journal of Multivariate Analysis 101 (2010) 1026-1041,-0001,():
-1年11月30日
In this paper, we are concerned with statistical inference for the index parameter α0 in the single-index model Y=g (αT0X) + ε. Based on the estimates obtained by the local linear method, we extend the generalized likelihood ratio test to the single-index model. We investigate the asymptotic behaviour of the proposed test and demonstrate that its limiting null distribution follows a 2-distribution, with the scale constant and the number of degrees of freedom being independent of nuisance parameters or functions, which is called the Wilks phenomenon. A simulated example is used to illustrate the performance of the testing approach.
Generalized likelihood ratio test,, Local linear method,, Single-index models,, Wilks phenomenon,, 2-distribution
-
42浏览
-
0点赞
-
0收藏
-
0分享
-
187下载
-
0
-
引用
张日权, Qihua Wanga, b, *, Riquan Zhangc, d
Journal of Multivariate Analysis 100 (2009) 2389-2405,-0001,():
-1年11月30日
Varying coefficient error-in-covariables models are considered with surrogate data and validation sampling. Without specifying any error structure equation, two estimators for the coefficient function vector are suggested by using the local linear kernel smoothing technique. The proposed estimators are proved to be asymptotically normal. A bootstrap procedure is suggested to estimate the asymptotic variances. The data-driven bandwidth selection method is discussed. A simulation study is conducted to evaluate the proposed estimating methods.
Asymptotic normality,, Local linear method,, Primary data,, Validation data,, Varying-coefficient model
-
75浏览
-
0点赞
-
0收藏
-
0分享
-
74下载
-
0
-
引用