High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model - Archive ouverte HAL
Article Dans Une Revue Mathematics Année : 2022

High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model

Mohamed Alahiane
Mustapha Rachdi

Résumé

We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function. We suggest an efficient and practical approach to estimate (I) the single-index link function, (II) the single-index coefficients as well as (III) the non-parametric functional component of the model. The estimation procedure is developed by applying quasi-likelihood, polynomial splines and kernel smoothings. We then derive the asymptotic properties, with rates, of the estimators of each component of the model. Their asymptotic normality is also established. By making use of the splines approximation and the Fisher scoring algorithm, we show that our approach has numerical advantages in terms of the practical efficiency and the computational stability. A computational study on data is provided to illustrate the good practical behavior of our methodology.

Dates et versions

hal-04837616 , version 1 (13-12-2024)

Identifiants

Citer

Mohamed Alahiane, Idir Ouassou, Mustapha Rachdi, Philippe Vieu. High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model. Mathematics , 2022, 10 (15), pp.2704. ⟨10.3390/math10152704⟩. ⟨hal-04837616⟩
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