ERROR VARIANCE ESTIMATION FOR THE SINGLE-INDEX MODEL

DOI10.1111/J.1467-842X.2010.00575.XzbMath1337.62058MaRDI QIDQ2810421

K. B. Kulasekera, Wei Lin

Publication date: 1 June 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality\(U\)-statisticsweighted least squares

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

On completely data-driven bandwidth selection for single-index models ⋮ Error variance estimation for the partially linear model ⋮ Testing the equality of linear single-index models

Uses Software

• Unnamed Item

Cites Work

• On projection pursuit regression
• Slicing regression: A link-free regression method
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Direct estimation of the index coefficient in a single-index model
• Optimal smoothing in single-index models
• Nonparametric checks for single-index models
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• On estimation of noise variance in two-dimensional signal processing
• On variance estimation in nonparametric regression
• Penalized Spline Estimation for Partially Linear Single-Index Models
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• Semiparametric Estimation of Index Coefficients
• On extended partially linear single-index models
• Identifiability of single-index models and additive-index models

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