Estimation of single index model with missing response at random
- Wang, Yanhua
- Shen, Junshan
- He, Shuyuan
- Wang, Qihua
Publication date
January 2010
DOI Publisher
journal of statistical planning and inference ISSN
0378-3758 Journal
issn:0378-3758 Citation count (estimate)
15Abstract
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=8e1609b174ce4e31116a60747a720701Statistics & ProbabilitySCI(E)9ARTICLE71671-169014
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