Analysis of semi-parametric single-index models by using MAVE-method based on some kernel functions

  • Abstract
  • Keywords
  • References
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  • Abstract

    In this paper, we used many forms of kernel functions with minimum average variance estimation (MAVE) method [Xia2002] we called the proposed methods (MAVE-Biweight), (MAVE-Epanechnikov ) and .(MAVE-Gaussian ) for estimation the parameters and the link function of the single – index model (SIM) comparing with other methods of estimation . to evaluate the performing of the various methods s simulation and a real data have been used, conclusions showed that the (MAVE- Gaussian) method in this paper gave better results compared with other methods depending on the mean squared error (MSE) and mean Absolute error (MAE) criterion for comparison.

  • Keywords

    Single-Index Model; MAVE Method; Kernel Function; Bandwidth Parameter; Curse of Dimensionality.

  • References

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Article ID: 7258
DOI: 10.14419/ijasp.v5i1.7258

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