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我院王国长老师的论文在学院国际A3类期刊上发表
时间:2016-03-25       浏览量:2565

    我院统计系王国长老师的论文“Functional Partial Linear Single-index Model”在《暨南大学经济学院科研奖励条例》中所列的国际A3类期刊《SCANDINAVIAN JOURNAL OF STATISTICS》上发表,该期刊是全世界范围内理论统计领域排名前列的期刊。

    论文摘要如下: This paper deals with the problem of predicting the realvalued response variable using explanatory variables containing both multivariate random variable and random curve. The proposed functional partial linear singleindex model treats the multivariate random variable as linear part and the random curve as functional singleindex part, respectively. To estimate the non-parametric link function, the functional single-index and the parameters in the linear part, a twostage estimation procedure is proposed. Compared with existing semi-parametric methods, the   proposed approach requires no initial estimation and iteration. Asymptotical properties are established for both the parameters in the linear part and the functional single-index. The convergence rate for the non-parametric link function is also given. In addition, asymptotical normality of the error variance is obtained that facilitates the construction of confidence region and hypothesis testing for the unknown parameter. Numerical experiments including simulation studies and a real-data analysis are conducted to evaluate the empirical performance of the proposed method.

 

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