Efficient estimation in conditional single-index regression

DOI10.1016/S0047-259X(02)00046-5zbMath1019.62035OpenAlexW1971906057MaRDI QIDQ1403413

Michel Delecroix, Marian Hristache, Wolfgang Karl Härdle

Publication date: 1 September 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(02)00046-5

zbMATH Keywords

bounds semiparametric efficiency single-index model pseudo-maximum likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Cites Work