Varying coefficient single-index regression model with missing responses under rank-based modelling
From MaRDI portal
Publication:5078824
DOI10.1080/10485252.2022.2047677zbMath1493.62175OpenAlexW4220939078MaRDI QIDQ5078824
Masego Otlaadisa, Huybrechts F. Bindele, Asheber Abebe, Hannah E. Correia
Publication date: 25 May 2022
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2022.2047677
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Empirical likelihood for single-index varying-coefficient models
- Oracally efficient estimation for single-index link function with simultaneous confidence band
- Conditional independence, conditional mixing and conditional association
- Rank statistics under dependent observations and applications to factorial designs
- General rank-based estimation for regression single index models
- Semiparametric double robust and efficient estimation for mean functionals with response missing at random
- Robust estimation of single index models with responses missing at random
- General local rank estimation for single-index varying coefficient models
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Uniform in bandwidth consistency of kernel-type function estimators
- On semiparametric \(M\)-estimation in single-index regression
- Stochastic-Process Limits
- Strong consistency of the general rank estimator
- Bounded influence nonlinear signed-rank regression
- Approximation Theorems of Mathematical Statistics
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- Inference and missing data
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Robust Nonparametric Statistical Methods
This page was built for publication: Varying coefficient single-index regression model with missing responses under rank-based modelling
