BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS

doi:10.5705/ss.202017.0058

CORC > 上海财经大学 > 上海财经大学

	BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS
	Cheng, Ming-Yen 1,2; Huang, Tao 3; Liu, Peng 4,5; Peng, Heng 1
刊名	STATISTICA SINICA
	2018-10
卷号	28 期号:4 页码:2749-2770
关键词	Simultaneous confidence band undersmoothing variance function estimation
ISSN号	1017-0405
DOI	10.5705/ss.202017.0058
英文摘要	Nonparametric and semiparametric regression models are useful statistical regression models to discover nonlinear relationships between the response variable and predictor variables. However, optimal efficient estimators for the nonparametric components in the models are biased which hinders the development of methods for further statistical inference. In this paper, based on the local linear fitting, we propose a simple bias reduction approach for the estimation of the nonparametric regression model. Our approach does not need to use higher-order local polynomial regression to estimate the bias, and hence avoids the double bandwidth selection and design sparsity problems suffered by higher-order local polynomial fitting. It also does not inflate the variance. Hence it can be easily applied to complex statistical inference problems. We extend our approach to varying coefficient models, to estimate the variance function, and to construct simultaneous confidence band for the nonparametric regression function. Simulations are carried out for comparisons with existing methods, and a data example is used to investigate the performance of the proposed method.
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000450217700054
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/497]
专题	上海财经大学
通讯作者	Cheng, Ming-Yen
作者单位	1.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China; 2.Natl Taiwan Univ, Taipei, Taiwan; 3.Shanghai Univ Finance & Econ, Dept Stat, 777 Guoding Rd, Shanghai 200433, Peoples R China; 4.Univ Washington, Seattle, WA 98195 USA; 5.Fred Hutchinson Canc Res Ctr, 1100 Fairview Ave N, Seattle, WA 98109 USA
推荐引用方式 GB/T 7714	Cheng, Ming-Yen,Huang, Tao,Liu, Peng,et al. BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS[J]. STATISTICA SINICA,2018,28(4):2749-2770.
APA	Cheng, Ming-Yen,Huang, Tao,Liu, Peng,&Peng, Heng.(2018).BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS.STATISTICA SINICA,28(4),2749-2770.
MLA	Cheng, Ming-Yen,et al."BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS".STATISTICA SINICA 28.4(2018):2749-2770.