Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components

Wang，Mingqiu1; Tian，Guo Liang2; Liu，Yin3

2020

10.1007/s42952-019-00002-2

Journal of the Korean Statistical Society   影响因子和分区

1226-3192

2005-2863

In applications, other than sample information, some prior information on parameters can be used to improve the estimation efficiency. In the framework of varying-coefficient partially linear models with the number of parametric and nonparametric components diverging, this paper proposes a restricted profile least-squares estimation for the parametric components after the varying coefficients are estimated by basis function approximations. This estimator is shown to be consistent and asymptotically normal under certain regularity conditions. To check the validity of the linear constraints on the parametric components, we construct a profile generalized likelihood ratio test statistic and demonstrate that it follows asymptotically chi-squared distribution under the null and alternative hypotheses. Simulation studies are conducted and the Boston housing data is analyzed to illustrate the proposed method.

B-spline basis Diverging Profile generalized likelihood ratio Restricted profile least-squares estimation Varying-coefficient partially linear models

SCI

英语

其他

Young Teachers Innovation Project of Zhongnan University of Economics and Law[31721811206]

Mathematics

Statistics & Probability

WOS:000522479900011

SPRINGER HEIDELBERG

2-s2.0-85079608778

Scopus

1.School of Statistics,Qufu Normal University,Qufu,116023,China
2.Department of Statistics and Data Science,Southern University of Science and Technology,Shenzhen,518055,China
3.School of Statistics and Mathematics,Zhongnan University of Economics and Law,Wuhan,430073,China

Wang，Mingqiu,Tian，Guo Liang,Liu，Yin. Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components[J]. Journal of the Korean Statistical Society,2020,49(1):223-243.

Wang，Mingqiu,Tian，Guo Liang,&Liu，Yin.(2020).Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components.Journal of the Korean Statistical Society,49(1),223-243.

Wang，Mingqiu,et al."Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components".Journal of the Korean Statistical Society 49.1(2020):223-243.