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Author : Hidehiko Ichimura
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (269 download)
Download or read book Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-index Models written by Hidehiko Ichimura and published by . This book was released on 1991 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chen Wang
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Extensions of Semiparametric Single Index Models written by Chen Wang and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In the recent decades, researchers have made tremendous progress in the study of nonparametric and semiparametric models. Among them, the semiparametric single-index model is intensively studied due to its simplicity and flexibility. In a single-index model, conditional response mean depends on the independent covariates through a single linear combination of the covariates along with an unknown function, which is sometimes called a link function. Therefore, the single-index model relaxes some of the restrictive assumptions of familiar parametric models, such as linear models and logit models. In addition, single-index models are useful dimension reduction techniques with great estimation precision. In this dissertation, we focus on extensions of the single-index models in two directions. Chapter 2 considers estimation and variable selection problems of additive multi-index models. Without knowing significant covariates corresponding to additive components, we have automatically selected significant variables for each component. We have developed a numerically stable and computationally fast estimation procedure by utilizing both the least squares method and the local optimization. Further, we have established asymptotic normality for proposed estimators of index coefficients as well as the consistency for nonparametric function estimators. Simulation experiments have provided strong evidence that corroborates the asymptotic theory. A baseball hitters’ salary example has been used to illustrate the application of the model. Furthermore, to better explore the upper and the lower frontiers of data, we have studied the expectile regression of single-index models in Chapter 3. With the spline smoothing technique of the nonparametric regression, different levels of conditional expectile curves provide us more comprehensive information about the data structure and extreme data values. Unlike in Chapter 2, we have applied the minimax concave penalty to achieve the variable selection for expectile regression. In the numerical analysis, simulated examples as well as a clinical trial data set have been investigated.
Author : Chaohua Dong
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (13 download)
Download or read book Another Look at Single-Index Models Based on Series Estimation written by Chaohua Dong and published by . This book was released on 2016 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of identification condition for index parameter, which is a natural way but ignored in the literature.
Author : Calyampudi R. Rao
Publisher : Springer Science & Business Media
ISBN 13 : 0387227520
Total Pages : 439 pages
Book Rating : 4.3/5 (872 download)
Download or read book Linear Models written by Calyampudi R. Rao and published by Springer Science & Business Media. This book was released on 2006-04-06 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date account of the theory and applications of linear models, for use as a textbook in statistics at graduate level as well as an accompanying text for other courses in which linear models play a part. The authors present a unified theory of inference from linear models with minimal assumptions, not only through least squares theory, but also using alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights include: - a special emphasis on sensitivity analysis and model selection; - a chapter devoted to the analysis of categorical data based on logic, loglinear, and logistic regression models; - a chapter devoted to incomplete data sets; - an extensive appendix on matrix theory; - a chapter devoted to the analysis of categorical data based on a unified presentation of generalized linear models including GEE-methods for correlated response; - a chapter devoted to incomplete data sets including regression diagnostics to identify Non-MCAR-processes The material covered is thus invaluable not only to graduates, but also to researchers and consultants in statistics.
Author : M. Bonneu
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (535 download)
Download or read book Efficient Semiparametric Estimation in a Class of Single-index Models written by M. Bonneu and published by . This book was released on 1994 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michel Delecroix
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (253 download)
Download or read book On Semiparametric M- Estimation in Single-index Regression written by Michel Delecroix and published by . This book was released on 2004 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alex Catane Bajamonde
Publisher :
ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.:/5 (33 download)
Download or read book On Efficient and Robust Estimation in Semiparametric Linear Regression Models with Missing Data written by Alex Catane Bajamonde and published by . This book was released on 1991 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yan Yu
Publisher :
ISBN 13 :
Total Pages : 258 pages
Book Rating : 4.E/5 ( download)
Download or read book Penalized Spline Estimation for Partially Linear Single Index Models written by Yan Yu and published by . This book was released on 2001 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yingcun Xia
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (115 download)
Download or read book Semi-Parametric Estimation of Generalized Partially Linear Single-Index Models written by Yingcun Xia and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Hall
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (22 download)
Download or read book Optimal Semi-parametric Estimation in Single-index Models written by Peter Hall and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chaohua Dong
Publisher :
ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (13 download)
Download or read book Series Estimation for Single-Index Models Under Constraints written by Chaohua Dong and published by . This book was released on 2018 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of an identification condition for the index parameter, which addresses an important problem in the literature of single-index models.In addition, making the best use of a property of Hermite orthogonal polynomials, an explicit estimator for the index parameter is obtained. Asymptotic properties for the two estimators of the index parameter are established. Their efficiency is discussed in some special cases as well. The finite sample properties of the two estimators are demonstrated through an extensive Monte Carlo study and an empirical example.
Author : Hidehiko Ichimura
Publisher :
ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.:/5 (185 download)
Download or read book Estimation of Single Index Models written by Hidehiko Ichimura and published by . This book was released on 1987 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joel L. Horowitz
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (35 download)
Download or read book Direct Semiparametric Estimation of Single - Index Models with Discrete Covariates written by Joel L. Horowitz and published by . This book was released on 1994 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas Kailath
Publisher : Hutchinson Ross Publishing Company
ISBN 13 :
Total Pages : 344 pages
Book Rating : 4.3/5 (91 download)
Download or read book Linear Least-squares Estimation written by Thomas Kailath and published by Hutchinson Ross Publishing Company. This book was released on 1977 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: A survey of the field; Mathematical foundations of least-squares prediction theory; Wiener-hopf equations and optimum filters; State-space models and recursive filters.
Author : Joel L. Horowitz
Publisher : Springer Science & Business Media
ISBN 13 : 0387928707
Total Pages : 278 pages
Book Rating : 4.3/5 (879 download)
Download or read book Semiparametric and Nonparametric Methods in Econometrics written by Joel L. Horowitz and published by Springer Science & Business Media. This book was released on 2010-07-10 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.
Author : M. Ørregaard Nielsen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (474 download)
Download or read book Semiparametric Estimation in Time Series Regression with Long Range Dependence written by M. Ørregaard Nielsen and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wolfgang Karl Härdle
Publisher : Springer Science & Business Media
ISBN 13 : 364217146X
Total Pages : 317 pages
Book Rating : 4.6/5 (421 download)
Download or read book Nonparametric and Semiparametric Models written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2012-08-27 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
