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	Estimation of single index model with missing response at random
	Wang, Yanhua ; Shen, Junshan ; He, Shuyuan ; Wang, Qihua
	2010
关键词	Single index model Missing at random Central limit theory Law of the iterated logarithm Unknown link function EMPIRICAL LIKELIHOOD CENSORED REGRESSION SELECTIONS
英文摘要	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.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000276369000005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); 9; ARTICLE; 7; 1671-1690; 140
语种	英语
出处	SCI
出版者	journal of statistical planning and inference
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/243541]
专题	数学科学学院
推荐引用方式 GB/T 7714	Wang, Yanhua,Shen, Junshan,He, Shuyuan,et al. Estimation of single index model with missing response at random. 2010-01-01.

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