| 估计单指标模型的单调联系函数 |
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| 引用本文： | 杨建娟.估计单指标模型的单调联系函数[J].应用概率统计,2009,25(3):266-274. |
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| 作者姓名： | 杨建娟 |
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| 作者单位： | 浙江树人大学基础部,杭州,310015 |
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| 基金项目： | 国家自然科学基金，young teachers in Shanghai universities |
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| 摘 要： | 本文我们研究了联系函数单调时单指标模型的模型估计问题. 基于投影方向的相合估计, 本文提出用I-样条的办法来估计联系函数, 并建立带惩罚函数的最小二乘准则的相合性. 通过模拟与现有的方法进行了对比, 表明我们的估计方法是非常有效的.
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| 关 键 词： | 降维 I-样条 最小二乘估计 惩罚函数 单指标模型. |
Estimating the Monotonic Link Function in Single-Index Models |
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| YANG JIANJUAN.Estimating the Monotonic Link Function in Single-Index Models[J].Chinese Journal of Applied Probability and Statisties,2009,25(3):266-274. |
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| Authors: | YANG JIANJUAN |
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| Institution: | Department of Basic Science, Zhejiang Shuren University |
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| Abstract: | In this paper, we propose to estimate the monotonic link function of the single-index model by I-spline approximation. On the basis of a consistent estimation of the projection direction, the consistency of the least square criterion with a penalty function is established. Simulations are carried out to compare the existing method and to evidence the efficacy of our propose approach. |
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| Keywords: | Dimension reduction I-spline least square estimate penalty function single-index models |
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