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
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