Series estimation for single‐index models under constraints

DOI10.1111/anzs.12274zbMath1440.62106OpenAlexW2903292347MaRDI QIDQ5117660

Bin Peng, Chaohua Dong, J. T. Gao

Publication date: 26 August 2020

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12274

zbMATH Keywords

asymptotic theorycross-sectional modelclosed-form estimationHermite series expansion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (4)

Sieve extremum estimation of a semiparametric transformation model ⋮ Sufficient dimension reduction for clustered data via finite mixture modelling ⋮ Estimation for double-nonlinear cointegration ⋮ Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems

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