Name
Abstract | ||
|---|---|---|
In this paper, the varying-coefficient single-index model (VCSIM) is proposed. It can be seen as a generalization of the semivarying-coefficient 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. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1016/j.csda.2007.04.008 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
linear single-index model,average method,constant coefficient,constant coefficient part,varying-coefficient single-index model,local linear method,proposed estimation methodology,linear part,unknown function,semivarying-coefficient model,asymptotic theory,single index model,asymptotic distribution,primary | Econometrics,Linear methods,Mean estimation,Linear model,Constant coefficients,Nonparametric statistics,Single-index model,Statistics,Distribution function,Mathematics | Journal |
Volume | Issue | ISSN |
52 | 3 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
11 | 3.39 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Heung Wong | 1 | 80 | 22.74 |
| Wai-Cheung Ip | 2 | 27 | 11.72 |
| Riquan Zhang | 3 | 52 | 21.55 |