Direct estimation of the index coefficient in a single-index model

DOI10.1214/aos/1009210681zbMath1012.62043OpenAlexW4251308316MaRDI QIDQ1848874

Marian Hristache, Vladimir Spokoiny, Anatoli B. Juditsky

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1009210681

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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