Empirical likelihood for the varying-coefficient single-index model

DOI10.1002/cjs.10075zbMath1327.62260OpenAlexW2015381103MaRDI QIDQ3589852

Ri-quan Zhang, Zhen-Sheng Huang

Publication date: 20 September 2010

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

Full work available at URL: https://doi.org/10.1002/cjs.10075

zbMATH Keywords

confidence regionempirical likelihoodchi-squared distributionvarying-coefficient single-index modelstepwise method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20)

Related Items

Variable selection for partially varying coefficient single-index model ⋮ Nonparametric estimation of varying-coefficient single-index models ⋮ Robust variable selection in partially varying coefficient single-index model ⋮ Estimation for partially varying-coefficient single-index models with distorted measurement errors ⋮ Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model

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