Efficient estimation in single index models through smoothing splines
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Publication:2295045
DOI10.3150/19-BEJ1183zbMath1466.62295arXiv1612.00068MaRDI QIDQ2295045
Arun Kumar Kuchibhotla, Rohit Kumar Patra
Publication date: 12 February 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.00068
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05)
Related Items (9)
Convergence guarantee for the sparse monotone single index model ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Semiparametric Efficiency in Convexity Constrained Single-Index Model ⋮ Single index Fréchet regression ⋮ Estimating covariance and precision matrices along subspaces ⋮ Estimating multi-index models with response-conditional least squares ⋮ Efficient estimation in single index models through smoothing splines ⋮ Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models ⋮ Profile Least Squares Estimators in the Monotone Single Index Model
Uses Software
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