Robust MAVE for single-index varying-coefficient models

DOI10.1007/s42952-022-00187-zOpenAlexW4294168234MaRDI QIDQ2111967

Lili Yue, Yang Zhao, Gao Rong Li

Publication date: 17 January 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00187-z

zbMATH Keywords

MAVErobustnessasymptotic propertiessingle-index varying-coefficient modelsexponential squared loss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Variable selection for single-index varying-coefficient model
• Estimation in generalised varying-coefficient models with unspecified link functions
• Statistical inference in partially-varying-coefficient single-index model
• Penalized least squares for single index models
• Statistical methods with varying coefficient models
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Statistical inference for a single-index varying-coefficient model
• Estimation in functional single-index varying coefficient model
• Estimation for a partial-linear single-index model
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
• Hedonic housing prices and the demand for clean air
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Robust estimation for the varying coefficient partially nonlinear models
• Identification and estimation in quantile varying-coefficient models with unknown link function
• Model detection and estimation for single-index varying coefficient model
• Optimal smoothing in single-index models
• Effects of measurement error on a class of single-index varying coefficient regression models
• Estimation for single-index models via martingale difference divergence
• Robust exponential squared loss-based estimation in semi-functional linear regression models
• Model structure selection in single-index-coefficient regression models
• Adaptive semi-varying coefficient model selection
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• On Single-Index Coefficient Regression Models
• An Adaptive Estimation of Dimension Reduction Space
• Adaptive Varying-Coefficient Linear Models
• Semiparametric Estimation of Index Coefficients
• Semiparametric estimation of the single-index varying-coefficient model
• Robust estimation in partially linear regression models
• Robust Variable Selection With Exponential Squared Loss
• Variance Function Partially Linear Single-Index Models
• Simultaneous confidence bands and hypothesis testing for single-index models

This page was built for publication: Robust MAVE for single-index varying-coefficient models