Semiparametric estimation of the single-index varying-coefficient model

DOI10.1080/03610926.2015.1081950zbMath1422.62146OpenAlexW2391108772MaRDI QIDQ4975140

San Ying Feng, Liu Gen Xue, Yang Zhao

Publication date: 3 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1081950

zbMATH Keywords

asymptotic normalitylocal linear smoothingconvergence of algorithmsingle-index varying-coefficient modelglobal cost function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Applications of statistics to environmental and related topics (62P12)

Related Items (3)

Model averaging estimation for varying-coefficient single-index models ⋮ Varying-coefficient single-index measurement error model ⋮ Robust MAVE for single-index varying-coefficient models

Cites Work

• Empirical likelihood for single-index varying-coefficient models
• Statistical inference for a single-index varying-coefficient model
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• 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 Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An Adaptive Estimation of Dimension Reduction Space
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data

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