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Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models

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  • Qingming Zou
  • Zhongyi Zhu
  • Jinglong Wang

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  • Qingming Zou & Zhongyi Zhu & Jinglong Wang, 2009. "Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 905-918, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:905-918
    DOI: 10.1007/s10463-007-0158-9
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    References listed on IDEAS

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    1. Yu Y. & Ruppert D., 2002. "Penalized Spline Estimation for Partially Linear Single-Index Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1042-1054, December.
    2. Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-1481, November.
    3. Sik-Yum Lee & S. Wang, 1996. "Sensitivity analysis of structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 61(1), pages 93-108, March.
    4. Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.
    5. Shi, Lei & Wang, Xueren, 1999. "Local influence in ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 341-353, September.
    6. Prasad Naik & Chih‐Ling Tsai, 2000. "Partial least squares estimator for single‐index models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 763-771.
    7. Shu-Jia Wang & Sik-Yum Lee, 1996. "Sensitivity analysis of structural equation models with equality functional constraints," Computational Statistics & Data Analysis, Elsevier, vol. 23(2), pages 239-256, December.
    8. Zhong‐Yi Zhu & Xuming He & Wing‐Kam Fung, 2003. "Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 767-780, December.
    9. C. Kwan & W. Fung, 1998. "Assessing local influence for specific restricted likelihood: Application to factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 63(1), pages 35-46, March.
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