Connections between two classes of estimators for single-index models

DOI10.1111/stan.12329MaRDI QIDQ6590549

Xu Guo, Weichao Yang, Changliang Zou, Niwen Zhou

Publication date: 21 August 2024

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

zbMATH Keywords

single-index modeldistribution-transformed least-squares estimatorlinearized maximum rank correlation estimator

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Cites Work

• Unnamed Item
• Non-convex penalized estimation in high-dimensional models with single-index structure
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Transformation-based estimation
• Regression analysis under link violation
• Optimal smoothing in single-index models
• Linearized maximum rank correlation estimation

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