Statistical inference for multivariate partially linear regression models
Copyright policy )Statistical inference for multivariate partially linear regression models
AbstractIn this paper we study a class of multivariate partially linear regression models. Various estimators for the parametric component and the nonparametric component are constructed and their asymptotic normality established. In particular, we propose an estimator of the contemporaneous correlation among the multiple responses and develop a test for detecting the existence of such contemporaneous correlation without using any nonparametric estimation. The performance of the proposed estimators and test is evaluated through some simulation studies and an analysis of a real data set is used to illustrate the developed methodology.The Canadian Journal of Statistics41: 1–22; 2013 © 2013 Statistical Society of Canada
- Chinese Academy of Sciences China (People's Republic of)
- Yunnan University of Finance And Economics China (People's Republic of)
- Academy of Mathematics and Systems Science China (People's Republic of)
- Shanghai University of Finance and Economics China (People's Republic of)
- University of Calgary Canada
Linear regression; mixed models, profile least squares, Estimation in multivariate analysis, Asymptotic properties of nonparametric inference, Computational problems in statistics, Nonparametric regression and quantile regression, two-stage estimation, contemporaneous correlation, semiparametric efficiency
Linear regression; mixed models, profile least squares, Estimation in multivariate analysis, Asymptotic properties of nonparametric inference, Computational problems in statistics, Nonparametric regression and quantile regression, two-stage estimation, contemporaneous correlation, semiparametric efficiency
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).6 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!