Semiparametric \(M\)-estimators in single-index models
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Publication:1301679
zbMath0951.62032MaRDI QIDQ1301679
Marian Hristache, Michel Delecroix
Publication date: 20 December 1999
Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)
M-estimatorssemiparametric modelsconvergence theoremssingle-index modelsefficiency boundspseudo-maximum likelihood
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
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