local linear smoothing
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scholarly journals Local linear smoothing to estimate accelerated lifetime model with censoring and truncation

2015 ◽  
Vol 39 (16) ◽  
pp. 4630-4645
Author(s):  
Antonio Jesús López-Montoya ◽  
María Luz Gámiz-Pérez ◽  
María Dolores Martínez-Miranda
Keyword(s):  
Local Linear ◽  
Accelerated Lifetime ◽  
Lifetime Model ◽  
Local Linear Smoothing ◽  
Linear Smoothing

scholarly journals The Profile Likelihood Estimation for Single-Index ARCH(p)-M Model

2014 ◽  
Vol 2014 ◽  
pp. 1-17 ◽  
Author(s):  
Qiang Xiong ◽  
Yuan Li ◽  
XingFa Zhang
Keyword(s):  
Profile Likelihood ◽  
Asymptotic Properties ◽  
Likelihood Estimation ◽  
Likelihood Method ◽  
Regularity Conditions ◽  
Smoothing Technique ◽  
Single Index ◽  
Local Linear ◽  
Local Linear Smoothing ◽  
Linear Smoothing

We propose a class of single-index ARCH(p)-M models and investigate estimators of the parametric and nonparametric components. We first estimate the nonparametric component using local linear smoothing technique and then construct an estimator of parametric component by using profile quasimaximum likelihood method. Under regularity conditions, the asymptotic properties of our estimators are established.

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