An Extended Single-index Model with Missing Response at Random

doi:10.1111/sjos.12233

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	An Extended Single-index Model with Missing Response at Random
	Wang, Qihua1,2 ; Zhang, Tao 3; Haerdle, Wolfgang Karl 4,5
刊名	SCANDINAVIAN JOURNAL OF STATISTICS
	2016-12-01
卷号	43 期号:4 页码:1140-1152
关键词	asymptotic normality estimating equations missing data single-index models
ISSN号	0303-6898
DOI	10.1111/sjos.12233
英文摘要	An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single-index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An algorithm for computing this estimator is proposed. This algorithm only involves one-dimensional nonparametric smoothers, thereby avoiding the data sparsity problem caused by high model dimensionality. Some simulation studies are conducted to investigate the finite sample performances of the proposed estimators.
资助项目	National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[11561006] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU ; research projects of colleges and universities in Guangxi[KY2015YB171] ; innovation project of Guangxi Graduate Education[JGY2015122] ; Key Base of Humanities and Social Sciences in Guangxi College ; Deutsche Forschungsgemeinschaft[SFB 649]
WOS研究方向	Mathematics
语种	英语
出版者	WILEY-BLACKWELL
WOS记录号	WOS:000387456900013
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/24025]
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	1.Shenzhen Univ, Inst Stat Sci, Shenzhen, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Guangxi Univ Sci & Technol, Sch Sci, Liuzhou, Guangxi, Peoples R China 4.Singapore Management Univ, Sch Business, Singapore, Singapore 5.Humboldt Univ, CASE, Berlin, Germany
推荐引用方式 GB/T 7714	Wang, Qihua,Zhang, Tao,Haerdle, Wolfgang Karl. An Extended Single-index Model with Missing Response at Random[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(4):1140-1152.
APA	Wang, Qihua,Zhang, Tao,&Haerdle, Wolfgang Karl.(2016).An Extended Single-index Model with Missing Response at Random.SCANDINAVIAN JOURNAL OF STATISTICS,43(4),1140-1152.
MLA	Wang, Qihua,et al."An Extended Single-index Model with Missing Response at Random".SCANDINAVIAN JOURNAL OF STATISTICS 43.4(2016):1140-1152.