Series estimation for single‐index models under constraints
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Publication:5117660
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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
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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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