Empirical likelihood confidence regions in the single-index model with growing dimensions

DOI10.1080/03610926.2016.1157190zbMath1373.62363OpenAlexW2502251867MaRDI QIDQ5368792

Xia Cui, Guangren Yang, Sumin Hou

Publication date: 10 October 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1157190

zbMATH Keywords

confidence regionempirical likelihoodhigh-dimensionalitysingle-index modelsasymptotic behaviors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Nonlinear regression models with profile nonlinear least squares estimation ⋮ Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion ⋮ Partial index additive models with additive distortion measurement errors ⋮ Detection the symmetry or asymmetry of model errors in partial linear models ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Two-step semiparametric empirical likelihood inference ⋮ Estimation of correlation coefficient with general distortion measurement errors ⋮ Multiplicative distortion measurement errors linear models with general moment identifiability condition ⋮ Absolute logarithmic calibration for correlation coefficient with multiplicative distortion

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