Rank-based inference for the single-index model

DOI10.1016/j.spl.2011.11.025zbMath1237.62041OpenAlexW1974427029MaRDI QIDQ419168

Zhaojun Wang, Long Feng, Changliang Zou

Publication date: 18 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.025

zbMATH Keywords

local polynomial regressionasymptotic efficiencyouter product of gradientsWilcoxon rank loss function

Mathematics Subject Classification ID

Related Items (15)

Weighted composite quantile regression for single-index models ⋮ Composite quasi-likelihood for single-index models with massive datasets ⋮ Rank method for partial functional linear regression models ⋮ Rank tests in regression model based on minimum distance estimates ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Robust estimation and selection for single-index regression model ⋮ A Tuning-free Robust and Efficient Approach to High-dimensional Regression ⋮ Variable selection for varying coefficient models via kernel based regularized rank regression ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ General rank-based estimation for regression single index models ⋮ Composite quantile regression for single-index models with asymmetric errors ⋮ Estimating coefficients of single-index regression models by minimizing variation ⋮ Penalized inverse probability weighted estimators for weighted rank regression with missing covariates ⋮ General local rank estimation for single-index varying coefficient models

Cites Work

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• Semiparametric Estimation of Index Coefficients
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Direction estimation in single-index regressions

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