Profile Least Squares Estimators in the Monotone Single Index Model

DOI10.1007/978-3-030-73249-3_1OpenAlexW3000148406MaRDI QIDQ5870985

Piet Groeneboom, Fadoua Balabdaoui

Publication date: 24 January 2023

Published in: Advances in Contemporary Statistics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.05454

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• simest
• GitHub

Cites Work

• Unnamed Item
• The EFM approach for single-index models
• Isotonic approximation in \(L_ s\).
• Direct estimation of the index coefficient in a single-index model
• Efficient estimation in single index models through smoothing splines
• Least squares estimation in the monotone single index model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Score estimation in the monotone single‐index model

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