Title :
One-step local M-estimates of partial linear models with missing date
Author :
Liu, Yan ; Song, Xiangdong ; Liu, Haitao ; Wang, Lihua
Author_Institution :
Coll. of Sci., Yan Shan Univ., Qinhuangdao, China
Abstract :
In the case of response data missing, the variable bandwidth and one-step local M-estimates are employed to estimate the unknown function and the unknown parameter in the partial linear models. The estimators of nonparametric componets are given by one-step local M-estimation, and the estimators of parametric components are obtained by one-step local M-estimation and average method. Moreover, the variable bandwidth is inserted to improve the one-step local M-estimation At last, the asymptotical normality of these estimators is established.
Keywords :
data handling; estimation theory; parameter estimation; asymptotic normality; average method; nonparametric component estimator; one-step local M-estimation; partial linear model; response data missing; unknown function estimation; unknown parameter estimation; variable bandwidth; Bandwidth; Data models; Educational institutions; Electronic mail; Estimation; Polynomials; Robustness; asymptotical normality; missing data at random; one-step local M-estimation; variable bandwidth;
Conference_Titel :
Multimedia Technology (ICMT), 2011 International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-61284-771-9
DOI :
10.1109/ICMT.2011.6002557
