On the population least‐squares criterion in the monotone single index model

DOI10.1111/stan.12240OpenAlexW3134790472MaRDI QIDQ6067724

Cécile Durot, Unnamed Author, Fadoua Balabdaoui

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12240

zbMATH Keywords

least-squaresnonparametric estimationsingle index modelmonotonicity constraint

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

Cites Work

• Unnamed Item
• Isotonic single-index model for high-dimensional database marketing
• Estimation of a convex function: Characterizations and asymptotic theory.
• Least squares estimation in the monotone single index model
• Optimal smoothing in single-index models
• Monotone spectral density estimation
• Constrained Statistical Inference
• Asymptotic Statistics
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Score estimation in the monotone single‐index model

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