Estimation of partially linear single-index spatial autoregressive model

被引：0
|
作者：
Suli Cheng
Jianbao Chen
机构：
[1] Fujian Normal University,College of Mathematics and Informatics
来源：
Statistical Papers | 2021年 / 62卷
关键词：
Partially linear single-index spatial autoregressive model; Profile maximum likelihood estimation; Consistency; Asymptotic normality; Monte Carlo simulation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we first present partially linear single-index spatial autoregressive model and propose its profile maximum likelihood estimators (PMLE). Subsequently, consistency and asymptotic normality of the estimators for parameters and unknown link function are derived under some regular conditions. Thirdly, Monte Carlo simulations are used to investigate the performances of these estimators in finite sample cases. Finally, the proposed method is illustrated with the real data set of Boston Housing Price.
引用
收藏
页码：495 / 531
页数：36
相关论文
共 50 条
  • [1] Estimation of partially linear single-index spatial autoregressive model
    Cheng, Suli
    Chen, Jianbao
    [J]. STATISTICAL PAPERS, 2021, 62 (01) : 495 - 531
  • [2] GMM estimation of partially linear single-index spatial autoregressive model
    Cheng, Suli
    Chen, Jianbao
    Liu, Xuan
    [J]. SPATIAL STATISTICS, 2019, 31
  • [3] Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
    Wang, Ke
    Wang, Dehui
    [J]. STATISTICAL PAPERS, 2024, 65 (07) : 4201 - 4241
  • [4] Estimation and testing for a partially linear single-index spatial regression model
    Sun, Yan
    Wu, Yueqin
    [J]. SPATIAL ECONOMIC ANALYSIS, 2018, 13 (04) : 473 - 489
  • [5] Bayesian analysis of partially linear, single-index, spatial autoregressive models
    Chen, Zhiyong
    Chen, Jianbao
    [J]. COMPUTATIONAL STATISTICS, 2022, 37 (01) : 327 - 353
  • [6] Bayesian analysis of partially linear, single-index, spatial autoregressive models
    Zhiyong Chen
    Jianbao Chen
    [J]. Computational Statistics, 2022, 37 : 327 - 353
  • [7] Robust estimation for partially linear single-index model
    Li, Zean
    Zhao, Weihua
    Zhang, Riquan
    Liu, Jicai
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (11) : 5342 - 5356
  • [8] ESTIMATION FOR SINGLE-INDEX AND PARTIALLY LINEAR SINGLE-INDEX INTEGRATED MODELS
    Dong, Chaohua
    Gao, Jiti
    Tjostheim, Dag
    [J]. ANNALS OF STATISTICS, 2016, 44 (01): : 425 - 453
  • [9] Estimation for single-index spatial autoregressive model with covariate measurement errors
    Wang, Ke
    Wang, Dehui
    [J]. SPATIAL STATISTICS, 2024, 59
  • [10] A partially linear single-index transformation model and its nonparametric estimation
    Ding, Xiaobo
    Zhou, Xiao-Hua
    Wang, Qihua
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2015, 43 (01): : 97 - 117
12345