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Article: On extended partially linear single-index models
Title | On extended partially linear single-index models |
---|---|
Authors | |
Keywords | Alpha-mixing Kernel smoothing Nonlinear time series Partially linear model Single-index model |
Issue Date | 1999 |
Publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ |
Citation | Biometrika, 1999, v. 86 n. 4, p. 831-842 How to Cite? |
Abstract | Aiming to explore the relation between the response y and the stochastic explanatory vector variable X beyond the linear approximation, we consider the single-index model, which is a well-known approach in multidimensional cases. Specifically, we extend the partially linear single-index model to take the form y = β0 TX + φ(θ0 TX) + ε, where ε is a random variable with Eε = 0 and var(ε) = σ2, unknown, β0 and θ0 are unknown parametric vectors and φ(.) is an unknown real function. The model is also applicable to nonlinear time series analysis. In this paper, we propose a procedure to estimate the model and prove some related asymptotic results. Both simulated and real data are used to illustrate the results. © 1999 Biometrika Trust. |
Persistent Identifier | http://hdl.handle.net/10722/82742 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Xia, Y | en_HK |
dc.contributor.author | Tong, H | en_HK |
dc.contributor.author | Li, WK | en_HK |
dc.date.accessioned | 2010-09-06T08:32:53Z | - |
dc.date.available | 2010-09-06T08:32:53Z | - |
dc.date.issued | 1999 | en_HK |
dc.identifier.citation | Biometrika, 1999, v. 86 n. 4, p. 831-842 | en_HK |
dc.identifier.issn | 0006-3444 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82742 | - |
dc.description.abstract | Aiming to explore the relation between the response y and the stochastic explanatory vector variable X beyond the linear approximation, we consider the single-index model, which is a well-known approach in multidimensional cases. Specifically, we extend the partially linear single-index model to take the form y = β0 TX + φ(θ0 TX) + ε, where ε is a random variable with Eε = 0 and var(ε) = σ2, unknown, β0 and θ0 are unknown parametric vectors and φ(.) is an unknown real function. The model is also applicable to nonlinear time series analysis. In this paper, we propose a procedure to estimate the model and prove some related asymptotic results. Both simulated and real data are used to illustrate the results. © 1999 Biometrika Trust. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | en_HK |
dc.relation.ispartof | Biometrika | en_HK |
dc.rights | Biometrika. Copyright © Oxford University Press. | en_HK |
dc.subject | Alpha-mixing | en_HK |
dc.subject | Kernel smoothing | en_HK |
dc.subject | Nonlinear time series | en_HK |
dc.subject | Partially linear model | en_HK |
dc.subject | Single-index model | en_HK |
dc.title | On extended partially linear single-index models | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-3444&volume=86&issue=4&spage=831&epage=842&date=1999&atitle=On+extended+partially+linear+single-index+models | en_HK |
dc.identifier.email | Li, WK: hrntlwk@hku.hk | en_HK |
dc.identifier.authority | Li, WK=rp00741 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1093/biomet/86.4.831 | - |
dc.identifier.scopus | eid_2-s2.0-0011336701 | en_HK |
dc.identifier.hkuros | 47759 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0011336701&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 86 | en_HK |
dc.identifier.issue | 4 | en_HK |
dc.identifier.spage | 831 | en_HK |
dc.identifier.epage | 842 | en_HK |
dc.identifier.isi | WOS:000084833000007 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Xia, Y=7403027730 | en_HK |
dc.identifier.scopusauthorid | Tong, H=7201359749 | en_HK |
dc.identifier.scopusauthorid | Li, WK=14015971200 | en_HK |
dc.identifier.issnl | 0006-3444 | - |