Title of article
Estimation of single index model with missing response at random
Author/Authors
Wang، نويسنده , , Yanhua and Shen، نويسنده , , Junshan and He، نويسنده , , Shuyuan and Wang، نويسنده , , Qihua، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
20
From page
1671
To page
1690
Abstract
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.
Keywords
Central Limit Theory , Unknown link function , Missing at random , single index model , Law of the iterated logarithm
Journal title
Journal of Statistical Planning and Inference
Serial Year
2010
Journal title
Journal of Statistical Planning and Inference
Record number
2220653
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