| Title | Estimation of single index model with missing response at random |
| Authors | Wang, Yanhua Shen, Junshan He, Shuyuan Wang, Qihua |
| Affiliation | Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China. Beijing Inst Technol, Beijing 100081, Peoples R China. Peking Univ, Sch Math Sci, Beijing, Peoples R China. Chinese Acad Math & Syst Sci, Beijing, Peoples R China. |
| Keywords | Single index model Missing at random Central limit theory Law of the iterated logarithm Unknown link function EMPIRICAL LIKELIHOOD CENSORED REGRESSION SELECTIONS |
| Issue Date | 2010 |
| Publisher | journal of statistical planning and inference |
| Citation | JOURNAL OF STATISTICAL PLANNING AND INFERENCE.2010,140,(7),1671-1690. |
| 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. (C) 2010 Elsevier B.V. All rights reserved. |
| URI | http://hdl.handle.net/20.500.11897/243541 |
| ISSN | 0378-3758 |
| DOI | 10.1016/j.jspi.2009.11.017 |
| Indexed | SCI(E) |
| Appears in Collections: | 数学科学学院 |
