| Autor: |
Mohamed Alahiane, Idir Ouassou, Mustapha Rachdi, Philippe Vieu |
| Jazyk: |
angličtina |
| Rok vydání: |
2022 |
| Předmět: |
|
| Zdroj: |
Mathematics, Vol 10, Iss 15, p 2704 (2022) |
| Druh dokumentu: |
article |
| ISSN: |
2227-7390 |
| DOI: |
10.3390/math10152704 |
| Popis: |
We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function. We suggest an efficient and practical approach to estimate (I) the single-index link function, (II) the single-index coefficients as well as (III) the non-parametric functional component of the model. The estimation procedure is developed by applying quasi-likelihood, polynomial splines and kernel smoothings. We then derive the asymptotic properties, with rates, of the estimators of each component of the model. Their asymptotic normality is also established. By making use of the splines approximation and the Fisher scoring algorithm, we show that our approach has numerical advantages in terms of the practical efficiency and the computational stability. A computational study on data is provided to illustrate the good practical behavior of our methodology. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
|
|
Nepřihlášeným uživatelům se plný text nezobrazuje |
K zobrazení výsledku je třeba se přihlásit.
|
