Partially Linear Generalized Single Index Models for Functional Data (PLGSIMF)

Abstract

Single-index models are potentially important tools for multivariate non-parametric regression analysis. They generalize linear regression models by replacing the linear combination α0⊤X with a non-parametric component η0α0⊤X, where η0(·) is an unknown univariate link function. In this article, we generalize these models to have a functional component, replacing the generalized partially linear single index models η0α0⊤X+β0⊤Z, where α is a vector in IRd, η0(·) and β0(·) are unknown functions that are to be estimated. We propose estimates of the unknown parameter α0, the unknown functions β0(·) and η0(·) and establish their asymptotic distributions, and furthermore, a simulation study is carried out to evaluate the models and the effectiveness of the proposed estimation methodology.