Browsing by Subject "asymptotic normality"

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    Asymptotic normality of nonparametric M-estimators with applications to hypothesis testing for panel count data
    (2017) Zhao, Xingqiu; Zhang, Ying; Biostatistics, School of Public Health
    In semiparametric and nonparametric statistical inference, the asymptotic normality of estimators has been widely established when they are \sqrt{n} -consistent. In many applications, nonparametric estimators are not able to achieve this rate. We have a result on the asymptotic normality of nonparametric M - estimators that can be used if the rate of convergence of an estimator is n^{-\dfrac{1}{2}} or slower. We apply this to study the asymptotic distribution of sieve estimators of functionals of a mean function from a counting process, and develop nonparametric tests for the problem of treatment comparison with panel count data. The test statistics are constructed with spline likelihood estimators instead of nonparametric likelihood estimators. The new tests have a more general and simpler structure and are easy to implement. Simulation studies show that the proposed tests perform well even for small sample sizes. We find that a new test is always powerful for all the situations considered and is thus robust. For illustration, a data analysis example is provided.
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    Large-sample estimation and inference in multivariate single-index models
    (Elsevier, 2019-05) Wu, Jingwei; Peng, Hanxiang; Tu, Wanzhu; Mathematical Sciences, School of Science
    By optimizing index functions against different outcomes, we propose a multivariate single-index model (SIM) for development of medical indices that simultaneously work with multiple outcomes. Fitting of a multivariate SIM is not fundamentally different from fitting a univariate SIM, as the former can be written as a sum of multiple univariate SIMs with appropriate indicator functions. What have not been carefully studied are the theoretical properties of the parameter estimators. Because of the lack of asymptotic results, no formal inference procedure has been made available for multivariate SIMs. In this paper, we examine the asymptotic properties of the multivariate SIM parameter estimators. We show that, under mild regularity conditions, estimators for the multivariate SIM parameters are indeed