dc.contributor.authorHuang, Zhensheng.
dc.contributor.authorPang, Zhen.
dc.contributor.authorZhang, Riquan.
dc.date.accessioned2013-12-05T03:25:13Z
dc.date.available2013-12-05T03:25:13Z
dc.date.copyright2013en_US
dc.date.issued2013
dc.identifier.citationHuang, Z., Pang, Z., & Zhang, R. (2013). Adaptive profile-empirical-likelihood inferences for generalized single-index models. Computational statistics & data analysis, 62, 70-82.en_US
dc.identifier.issn0167-9473en_US
dc.identifier.urihttp://hdl.handle.net/10220/18078
dc.description.abstractWe study generalized single-index models and propose an efficient equation for estimating the index parameter and unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index parameter. We then establish an efficient confidence region for any components of the index parameter using an adaptive empirical likelihood method. A pointwise confidence interval for the unknown link function is also established using the QLMELE. Compared with the normal approximation proposed by Cui et al. [Ann Stat. 39 (2011) 1658], our approach is more attractive not only theoretically but also empirically. Simulation studies demonstrate that the proposed method provides smaller confidence intervals than those based on the normal approximation method subject to the same coverage probabilities. Hence, the proposed empirical likelihood is preferable to the normal approximation method because of the complicated covariance estimation. An application to a real data set is also illustrated.en_US
dc.language.isoenen_US
dc.relation.ispartofseriesComputational statistics & data analysisen_US
dc.subjectDRNTU::Science::Mathematics::Statistics
dc.titleAdaptive profile-empirical-likelihood inferences for generalized single-index modelsen_US
dc.typeJournal Article
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen_US
dc.identifier.doihttp://dx.doi.org/10.1016/j.csda.2012.12.006


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