Pages that link to "Item:Q4733276"

The following pages link to Semiparametric Estimation of Index Coefficients (Q4733276):

Displaying 50 items.

• Efficient estimation in conditional single-index regression (Q1403413) (← links)
• Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
• Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
• Deconvolution kernel estimator for mean transformation with ordinary smooth error. (Q1424447) (← links)
• Are efficient estimators in single-indexed models really efficient? A computational discussion (Q1424611) (← links)
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
• Rank estimation of a location parameter in the binary choice model (Q1586551) (← links)
• Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
• Likelihood-based local polynomial fitting for single-index models (Q1599242) (← links)
• Identifying the sign of the slope of a monotonic function via OLS. (Q1605276) (← links)
• The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach. (Q1605433) (← links)
• Estimation and empirical likelihood for single-index models with missing data in the covariates (Q1615133) (← links)
• Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
• A lack-of-fit test for generalized linear models via single-index techniques (Q1643005) (← links)
• A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Estimation and inference on central mean subspace for multivariate response data (Q1663147) (← links)
• Gradient-based bandwidth selection for estimating average derivatives (Q1668136) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Nonparametric shape-restricted regression (Q1730903) (← links)
• Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality (Q1737706) (← links)
• Single-index copulas (Q1742729) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• General rank-based estimation for regression single index models (Q1786907) (← links)
• A data-driven bandwidth selection method for the smoothed maximum score estimator (Q1787697) (← links)
• Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
• Asymptotics for kernel estimate of sliced inverse regression (Q1816971) (← links)
• The quasi-likelihood estimation in regression (Q1817396) (← links)
• Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
• Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
• Semiparametric estimation of partially linear panel data models (Q1915459) (← links)
• Testing for discrete choice models (Q1934683) (← links)
• Efficient estimation of binary choice models under symmetry (Q1973434) (← links)
• The recovery of ridge functions on the hypercube suffers from the curse of dimensionality (Q1996887) (← links)
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models (Q2000839) (← links)
• Constructive identification in some nonseparable discrete choice models (Q2000850) (← links)
• Variable selection for the partial linear single-index model (Q2013035) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
• Inference for monotone single-index conditional means: a Lorenz regression approach (Q2072380) (← links)
• Augmented minimax linear estimation (Q2073703) (← links)