Semiparametric hierarchical model with heteroscedasticity

	Semiparametric hierarchical model with heteroscedasticity
	Ma, Chuoxin ; Tian, Maozai; Pan, Jianxin
	2017
发表期刊	STATISTICS AND ITS INTERFACE
卷号	10 期号:3 页码:413-424
摘要	Recent work on hierarchical data analysis mainly focuses on the multilevel structure of the mean response. Little research for hierarchical heteroscedasticity was done in the literature. In this paper, we propose a class of hierarchical models with heteroscedasticity and then investigate the semi-parametric statistical inferences. Laplace's approximation is employed to obtain an approximated marginal likelihood function and splines method is used to estimate the unknown functions. We also provide the consistency of the estimators. Simulation studies and real data analysis show that the proposed estimation procedures work well.
关键词	Heteroscedasticity Hierarchical models Semiparametric inference Laplace's approximation
收录类别	SCI ; SCOPUS ; SCIE
ISSN	1938-7989
语种	英语
WOS研究方向	Mathematical & Computational Biology ; Mathematics
WOS类目	Mathematical & Computational Biology ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000394414500006
出版者	INT PRESS BOSTON, INC
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/12131
专题	统计与数据科学学院
作者单位	1.Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England; 2.Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing 100872, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730101, Gansu, Peoples R China
推荐引用方式 GB/T 7714	Ma, Chuoxin,Tian, Maozai,Pan, Jianxin. Semiparametric hierarchical model with heteroscedasticity[J]. STATISTICS AND ITS INTERFACE,2017,10(3):413-424.
APA	Ma, Chuoxin,Tian, Maozai,&Pan, Jianxin.(2017).Semiparametric hierarchical model with heteroscedasticity.STATISTICS AND ITS INTERFACE,10(3),413-424.
MLA	Ma, Chuoxin,et al."Semiparametric hierarchical model with heteroscedasticity".STATISTICS AND ITS INTERFACE 10.3(2017):413-424.

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