A robust and efficient estimation method for single index models

DOI10.1016/J.JMVA.2013.08.007zbMath1280.62048OpenAlexW2091615269MaRDI QIDQ391886

Yazhao Lv, Weihua Zhao, Ri-quan Zhang, Ji-cai Liu

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.007

zbMATH Keywords

semiparametric regressionrobust estimationlocal linear regressionmodal regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

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Cites Work

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• Single-index quantile regression
• Mode regression
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Quadratic mode regression
• Nonparametric kernel regression subject to monotonicity constraints
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Local modal regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Nonparametric Estimation of the Mode of A Distribution of Random Curves
• Generalized Partially Linear Single-Index Models
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
• Robust Variable Selection With Exponential Squared Loss
• On Estimation of a Probability Density Function and Mode

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