High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model

نویسندگان

چکیده

We study the non-parametric estimation of partially linear generalized single-index functional models, where systematic component model has a flexible semi-parametric form with general link function. suggest an efficient and practical approach to estimate (I) function, (II) coefficients as well (III) model. The procedure is developed by applying quasi-likelihood, polynomial splines kernel smoothings. then derive asymptotic properties, rates, estimators each Their normality also established. By making use approximation Fisher scoring algorithm, we show that our numerical advantages in terms efficiency computational stability. A on data provided illustrate good behavior methodology.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized Partially Linear Single-Index Models

The typical generalized linear model for a regression of a response Y on predictors (X;Z) has conditional mean function based upon a linear combination of (X;Z). We generalize these models to have a nonparametric component, replacing the linear combination T 0 X + T 0 Z by 0( T 0 X) + T 0 Z, where 0( ) is an unknown function. We call these generalized partially linear single-index models (GPLSI...

متن کامل

Efficient Estimation for Generalized Partially Linear Single-Index Models

In this paper, we study the estimation for generalized partially linear single-index models, where the systematic component in the model has a flexible semi-parametric form with a general link function. We propose an efficient and practical approach to estimate the single-index link function, single-index coefficients as well as the coefficients in the linear component of the model. The estimat...

متن کامل

Fused Kernel-spline Smoothing for Repeatedly Measured Outcomes in a Generalized Partially Linear Model with Functional Single Index.

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and modify the generalized estimating equation to facilitate estimation and inference. We use local smoothing kernel to estimate the unspecified coefficient function...

متن کامل

FUSED KERNEL-SPLINE SMOOTHING FOR REPEATEDLY MEASURED OUTCOMES IN A GENERALIZED PARTIALLY LINEAR MODEL WITH FUNCTIONAL SINGLE INDEX∗ By

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and modify the generalized estimating equation to facilitate estimation and inference. We use local smoothing kernel to estimate the unspecified coefficient function...

متن کامل

Generalized partially linear single-index model for zero-inflated count data.

Count data often arise in biomedical studies, while there could be a special feature with excessive zeros in the observed counts. The zero-inflated Poisson model provides a natural approach to accounting for the excessive zero counts. In the semiparametric framework, we propose a generalized partially linear single-index model for the mean of the Poisson component, the probability of zero, or b...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math10152704