Semiparametric jump-preserving estimation for single-index models

DOI10.1080/10485252.2018.1444164zbMath1412.62044OpenAlexW2790959198MaRDI QIDQ5375947

Jin-Guan Lin, Mengmeng Wang, Guoxiang Liu, Qi-Bing Gao, Xiu-li Du

Publication date: 17 September 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1444164

zbMATH Keywords

single-index modelminimum average variance estimationlocal linear kernel estimationjump-preserving technique

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A constructive approach to the estimation of dimension reduction directions
• Adaptive jump-preserving estimates in varying-coefficient models
• Estimator of a change point in single index models
• Jump detection in time series nonparametric regression models: a polynomial spline approach
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Optimal smoothing in single-index models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Sliced Inverse Regression for Dimension Reduction
• Penalized Spline Estimation for Partially Linear Single-Index Models
• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• Image Processing and Jump Regression Analysis
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
• Estimation of the number of jumps of the jump regression functions
• Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
• Jump information criterion for statistical inference in estimating discontinuous curves

This page was built for publication: Semiparametric jump-preserving estimation for single-index models