General rank-based estimation for regression single index models

DOI10.1007/s10463-017-0618-9zbMath1407.62129OpenAlexW2755986143MaRDI QIDQ1786907

Ash Abebe, Karlene N. Meyer, Huybrechts F. Bindele

Publication date: 25 September 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0618-9

zbMATH Keywords

asymptotic normalitystrong consistencyheavy-tailedsingle indexnonparametric kernel estimationrank-based objective function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (10)

Varying coefficient single-index regression model with missing responses under rank-based modelling ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Single-index relative error regression models ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ Robust estimation and selection for single-index regression model ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Rank-based test for partial functional linear regression models ⋮ Robust estimation of single index models with responses missing at random ⋮ General local rank estimation for single-index varying coefficient models ⋮ Detection of the symmetry of model errors for partial linear single-index models

Uses Software

• R

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