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| 基于模态回归的半参数部分线性模型的稳健估计 |
| Robust estimation for semiparametric partially linear model based on modal regression |
| 投稿时间：2019-01-05 |
| DOI： |
| 中文关键词: 半参数部分线性模型 模态回归 B样条 稳健估计 核函数 带宽 |
| 英文关键词: semiparametric partially linear model modal regression B-spline robust estimation kernel function bandwidth |
| 基金项目:国家自然科学基金资助项目(11201356); 湖北省教育厅人文社会科学基金资助项目(17Q044);武汉科技大学冶金工业过程系统科学湖北省重点实验室基金资助项目(201715). |
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| 中文摘要: |
| 以半参数部分线性模型为对象,研究了基于模态回归的稳健估计方法。非参数部分采用B样条近似,在模型的回归中通过控制核函数的带宽来实现估计的稳健性,结合局部二次算法(LQA)和模型期望值最大化算法(MEM),提出EM估计算法,得到了参数估计以及非参数部分估计的收敛速度。通过蒙特卡洛模拟和实例分析,验证了本文方法的有效性。 |
| 英文摘要: |
| A robust estimation method for semiparametric partially linear model is studied based on modal regression. The nonparametric components are approximated by B-spline basis function. In the regression of the model, robustness of the estimator is achieved by controlling the bandwidth of kernel function. With the aid of local quadratic algorithm (LQA) and modal expectation-maximization (MEM) algorithm, an EM type algorithm is developed, and the convergence rates of parametric and non-parametric estimations are obtained. Monte Carlo simulation and real data analysis verify the effectiveness of the proposed method. |
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