Estimation of single index model with missing response at random

Yanhua Wang; Junshan Shen; Shuyuan He; Qihua Wang

doi:10.1016/j.jspi.2009.11.017

Estimation of single index model with missing response at random

Yanhua Wang
, Junshan Shen
, Shuyuan He^*
, Qihua Wang

^*此作品的通讯作者

数学学院

Peking University
Capital Normal University
Chinese Academy of Mathematics and System Science

科研成果: 期刊稿件 › 文章 › 同行评审

16 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	1671-1690
页数	20
期刊	Journal of Statistical Planning and Inference
卷	140
期	7
DOI	https://doi.org/10.1016/j.jspi.2009.11.017
出版状态	已出版 - 7月 2010

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10.1016/j.jspi.2009.11.017

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title = "Estimation of single index model with missing response at random",

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 = "Central limit theory, Law of the iterated logarithm, Missing at random, Single index model, Unknown link function",

author = "Yanhua Wang and Junshan Shen and Shuyuan He and Qihua Wang",

year = "2010",

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doi = "10.1016/j.jspi.2009.11.017",

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TY - JOUR

T1 - Estimation of single index model with missing response at random

AU - Wang, Yanhua

AU - Shen, Junshan

AU - He, Shuyuan

AU - Wang, Qihua

PY - 2010/7

Y1 - 2010/7

N2 - 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.

AB - 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.

KW - Central limit theory

KW - Law of the iterated logarithm

KW - Missing at random

KW - Single index model

KW - Unknown link function

UR - https://www.scopus.com/pages/publications/77949263053

U2 - 10.1016/j.jspi.2009.11.017

DO - 10.1016/j.jspi.2009.11.017

M3 - Article

AN - SCOPUS:77949263053

SN - 0378-3758

VL - 140

SP - 1671

EP - 1690

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 7

ER -

Estimation of single index model with missing response at random

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