作者locust0923 (柠檬优酪乳)
看板NCTU-STAT99G
标题[演讲] 03/09 统计所演讲公告
时间Wed Mar 7 22:10:20 2012
第二次演讲，请大家踊跃参加~~
题 目：Functional Single Index Models for Longitudinal Data
主讲人：江其衽博士（中央研究院统计所）
时 间：101年3月9日(星期五)上午10:40-11:30
地 点：交大综合一馆427室
Abstract
A new single-index model that reflects the time-dynamic effects of the single
index is proposed for longitudinal and functional response data, possibly
measured with errors, for both longitudinal and time-invariant covariates.
With appropriate initial estimates of the parametric index, the proposed
estimator is shown to be √n-consistent and asymptotically normally
distributed. We also address the nonparametric estimation of regression
functions and provide estimates with optimal convergence rates. One advantage
of the new approach is that the same bandwidth is used to estimate both the
nonparametric mean function and the parameter in the index. The finite-sample
performance for the proposed procedure is studied numerically.
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