Efficient estimation for the heteroscedastic single-index varying coefficient models

DOI10.1016/J.SPL.2015.12.005zbMath1383.62088OpenAlexW2222389934MaRDI QIDQ273701

Heng Lian, Peng Lai, Qi Hua Wang, Qing-Zhao Zhang

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.005

zbMATH Keywords

efficiencyestimating equationsemiparametric efficiency boundsingle-index varying coefficient model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items (6)

Single-index varying-coefficient models with missing covariates at random ⋮ Automatic variable selection for varying coefficient models with longitudinal data ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Model identification and selection for single-index varying-coefficient models ⋮ Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors ⋮ Robust MAVE for single-index varying-coefficient models

Cites Work

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• Model detection and estimation for single-index varying coefficient model
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random
• Semiparametric theory and missing data.
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Weak and strong uniform consistency of kernel regression estimates
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates

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