Efficient empirical-likelihood-based inferences for the single-index model

DOI10.1016/j.jmva.2011.01.011zbMath1210.62035OpenAlexW1971593780MaRDI QIDQ716173

Ri-quan Zhang, Zhen-Sheng Huang

Publication date: 19 April 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.011

zbMATH Keywords

confidence intervallink functionsingle-index modelprofile empirical likelihoodsingle parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

Detecting difference between coefficients in linear model using jackknife empirical likelihood ⋮ Multi-index regression models with missing covariates at random ⋮ Beran-based approach for single-index models under censoring ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Estimation for partially varying-coefficient single-index models with distorted measurement errors

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• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data

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