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

  • Authors

    • Fayyadh Ali Iraq-wasit university-department of statistic
    • Tareq Salih Iraq-wasit university-department of statistic
    2017-05-11
    https://doi.org/10.14419/ijasp.v5i1.7258
  • Single-Index Model, MAVE Method, Kernel Function, Bandwidth Parameter, Curse of Dimensionality.

  • 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.

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