SiAM: a hybrid of single index models and additive models

DOI10.1214/17-EJS1291zbMath1364.62096OpenAlexW2620506250WikidataQ44800982 ScholiaQ44800982MaRDI QIDQ2396349

Heng Lian, Shujie Ma, Hua Liang, Raymond J. Carroll

Publication date: 8 June 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1496044838

zbMATH Keywords

additive modelsidentifiabilitymisspecificationregression splineoracle estimatorsimultaneous confidence bandpartially linear single index modelsglobal inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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