Estimating multi-index models with response-conditional least squares

DOI10.1214/20-EJS1785zbMath1472.62043arXiv2003.04788MaRDI QIDQ2044313

Alessandro Lanteri, Stefano Vigogna, Timo Klock

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.04788

zbMATH Keywords

finite sample boundsnonparametric regressionsufficient dimension reductionmulti-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items

Multiscale regression on unknown manifolds, Conditional regression for single-index models

Uses Software

• simest

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