Optimal functional parameter in the single functional index model

DOI10.1016/j.crma.2007.12.013zbMath1188.62210OpenAlexW2091528345MaRDI QIDQ2472994

Frédéric Ferraty, Philippe Vieu, Rabah Kassa, Ahmed Ait Saidi

Publication date: 25 February 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.12.013

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items

Asymptotic normality of conditional distribution estimation in the single index model, Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure

Uses Software

• fda (R)

Cites Work

• Optimal bandwidth selection in nonparametric regression function estimation
• Random approximations to some measures of accuracy in nonparametric curve estimation
• Modèle à indice fonctionnel simple. (Single functional index model)
• Direct estimation of the index coefficient in a single-index model
• Optimal smoothing in single-index models
• Functional data analysis.
• Nonparametric functional data analysis. Theory and practice.
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS