Statistical inference for multivariate partially linear regression models

doi:10.1002/cjs.11169

CORC > 上海财经大学 > 上海财经大学

	Statistical inference for multivariate partially linear regression models
	You, Jinhong 1; Zhou, Yong 1,2; Chen, Gemai 3,4
刊名	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
	2013-03
卷号	41 期号:1 页码:1-22
关键词	Contemporaneous correlation partially linear regression profile least squares semiparametric efficiency two-stage estimation MSC 2010: Primary 62H12 secondary 62A10
ISSN号	0319-5724
DOI	10.1002/cjs.11169
英文摘要	In this paper we study a class of multivariate partially linear regression models. Various estimators for the parametric component and the nonparametric component are constructed and their asymptotic normality established. In particular, we propose an estimator of the contemporaneous correlation among the multiple responses and develop a test for detecting the existence of such contemporaneous correlation without using any nonparametric estimation. The performance of the proposed estimators and test is evaluated through some simulation studies and an analysis of a real data set is used to illustrate the developed methodology. The Canadian Journal of Statistics 41: 122; 2013 (c) 2013 Statistical Society of Canada
WOS研究方向	Mathematics
语种	英语
出版者	WILEY-BLACKWELL
WOS记录号	WOS:000315142400001
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2006]
专题	上海财经大学
通讯作者	Chen, Gemai
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China; 3.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada; 4.Yunnan Univ Finance & Econ, Sch Math & Stat, Kunming 650221, Peoples R China
推荐引用方式 GB/T 7714	You, Jinhong,Zhou, Yong,Chen, Gemai. Statistical inference for multivariate partially linear regression models[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2013,41(1):1-22.
APA	You, Jinhong,Zhou, Yong,&Chen, Gemai.(2013).Statistical inference for multivariate partially linear regression models.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,41(1),1-22.
MLA	You, Jinhong,et al."Statistical inference for multivariate partially linear regression models".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 41.1(2013):1-22.