Statistical inference on seemingly unrelated single-index regression models

DOI10.1007/s10255-016-0615-4zbMath1359.62075OpenAlexW2524120236MaRDI QIDQ519231

Bing He, Jin-hong You, Min Chen

Publication date: 4 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0615-4

zbMATH Keywords

single-indexcontemporaneous correlationseemingly unrelatedweighted estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

• Unnamed Item
• Unnamed Item
• Efficient estimation of two seemingly unrelated regression equations
• Estimation for a partial-linear single-index model
• On an asymptotically more efficient estimation of the single-index model
• The dimensionality reduction principle for generalized additive models
• Seemingly unrelated nonlinear regressions
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
• Nonparametric seemingly unrelated regression
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Two-stage estimation for seemingly unrelated nonparametric regression models
• Local regression for vector responses
• Bayesian Semiparametric Seemingly Unrelated Regression
• Weak and strong uniform consistency of kernel regression estimates
• R² in Seemingly Unrelated Regression Equations
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Statistical inference on seemingly unrelated single-index regression models