Functional single index models for longitudinal data

DOI10.1214/10-AOS845MaRDI QIDQ2429934zbMATH OpenFDO

Authors Ci-Ren Jiang, Jane-Ling Wang

Publication date 5 April 2011

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.1726

zbMATH Keywords

asymptotic theorycross-validationdimension reductionfunctional dataMAVEminimum average variance estimationsmoothing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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 $sqrtn$-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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