scholarly journals The Profile Likelihood Estimation for Single-Index ARCH(p)-M Model

2014 ◽  
Vol 2014 ◽  
pp. 1-17 ◽  
Author(s):  
Qiang Xiong ◽  
Yuan Li ◽  
XingFa Zhang
Keyword(s):  
Profile Likelihood ◽  
Asymptotic Properties ◽  
Likelihood Estimation ◽  
Likelihood Method ◽  
Regularity Conditions ◽  
Smoothing Technique ◽  
Single Index ◽  
Local Linear ◽  
Local Linear Smoothing ◽  
Linear Smoothing

We propose a class of single-index ARCH(p)-M models and investigate estimators of the parametric and nonparametric components. We first estimate the nonparametric component using local linear smoothing technique and then construct an estimator of parametric component by using profile quasimaximum likelihood method. Under regularity conditions, the asymptotic properties of our estimators are established.

scholarly journals Optimal Design for Curve Estimation by Local Linear Smoothing

Bernoulli ◽  
1998 ◽  
Vol 4 (1) ◽  
pp. 3 ◽  
Author(s):  
Ming-Yen Cheng ◽  
Peter Hall ◽  
D. Michael Titterington
Keyword(s):  
Optimal Design ◽  
Curve Estimation ◽  
Local Linear ◽  
Local Linear Smoothing ◽  
Linear Smoothing

scholarly journals Local linear smoothing to estimate accelerated lifetime model with censoring and truncation

2015 ◽  
Vol 39 (16) ◽  
pp. 4630-4645
Author(s):  
Antonio Jesús López-Montoya ◽  
María Luz Gámiz-Pérez ◽  
María Dolores Martínez-Miranda
Keyword(s):  
Local Linear ◽  
Accelerated Lifetime ◽  
Lifetime Model ◽  
Local Linear Smoothing ◽  
Linear Smoothing

Economic Development and Environmental Pollution in China Based on Spatial Lag Single-Index Models

2014 ◽  
Vol 962-965 ◽  
pp. 2027-2030
Author(s):  
Lin Sun ◽  
Hao Chen
Keyword(s):  
Environmental Pollution ◽  
Negative Impact ◽  
Profile Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Spatial Lag ◽  
Single Index ◽  
Index Model ◽  
Single Index Model ◽  
Pollution Indicator

The paper is devoted to investigate the comprehensive impacts of the economic growth and foreign direct investment (FDI) on the environmental pollution in China from 2007 to 2010. Based on the spatial correlation of environmental pollution, a new spatial lag single-index model is constructed, and the profile likelihood estimation method and a comprehensive environmental pollution indicator are used in empirical analysis. The results indicate that the comprehensive impact on the environmental pollution support "U" shaped relationship, and tend to have a negative impact.

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