Score estimation in the monotone single‐index model

DOI10.1111/sjos.12361zbMath1418.62103arXiv1712.05593OpenAlexW3103351392WikidataQ128842413 ScholiaQ128842413MaRDI QIDQ5381073

K. Hendrickx, Piet Groeneboom, Fadoua Balabdaoui

Publication date: 7 June 2019

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

Full work available at URL: https://arxiv.org/abs/1712.05593

zbMATH Keywords

semiparametric modelsmonotone link functionssingle-index regression modelnonparametric least-squares estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (13)

Convergence guarantee for the sparse monotone single index model ⋮ On the population least‐squares criterion in the monotone single index model ⋮ A semiparametric isotonic regression model for skewed distributions with application to DNA–RNA–protein analysis ⋮ Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes ⋮ Semiparametric Efficiency in Convexity Constrained Single-Index Model ⋮ Distributional (Single) Index Models ⋮ Empirical likelihood inference for monotone index model ⋮ Estimating covariance and precision matrices along subspaces ⋮ Shape constraints in economics and operations research ⋮ Score estimation of monotone partially linear index model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Profile Least Squares Estimators in the Monotone Single Index Model

Uses Software

• R
• CRAN
• EDR
• simest

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