Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data

DOI10.1007/s00184-018-0642-7zbMath1468.62266OpenAlexW2793733591MaRDI QIDQ1744028

Wanrong Liu, Jianglin Fang, Xuewen Lu

Publication date: 16 April 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0642-7

zbMATH Keywords

heteroscedasticityhigh-dimensional dataempirical likelihoodsemiparametric efficiencypartially linear single-index model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (3)

Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Quantile regression of partially linear single-index model with missing observations

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