第二次演講，請大家踴躍參加~~
題 目：Functional Single Index Models for Longitudinal Data
主講人：江其衽博士（中央研究院統計所）
時 間：101年3月9日(星期五)上午10:40-11:30
地 點：交大綜合一館427室
Abstract
A new single-index model that reflects the time-dynamic effects of the single
index is proposed for longitudinal and functional response data, possibly
measured with errors, for both longitudinal and time-invariant covariates.
With appropriate initial estimates of the parametric index, the proposed
estimator is shown to be √n-consistent and asymptotically normally
distributed. We also address the nonparametric estimation of regression
functions and provide estimates with optimal convergence rates. One advantage
of the new approach is that the same bandwidth is used to estimate both the
nonparametric mean function and the parameter in the index. The finite-sample
performance for the proposed procedure is studied numerically.
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