부산대학교 도서관

In this paper, the authors consider a varying coefficients single-index regression model with responses missing at random. They propose rank-based estimators of the index coefficient and the functional coefficients and study their asymptotic properties, including consistency and asymptotic normality under mild conditions. To demonstrate the performance of the proposed approach, Monte Carlo simulation experiments are carried out that show that the proposed approach provides robust and more efficient estimators compared to its least-squares counterpart. Also, classic methods of proving central limit theorems are skillfully used to give rigorous proof.