Finite sample behavior of a sieve profile estimator in the single index mode

DOI10.1214/15-EJS1079zbMath1326.62046arXiv1406.4052OpenAlexW2176178582MaRDI QIDQ895013

Andreas Andresen

Publication date: 25 November 2015

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

Full work available at URL: https://arxiv.org/abs/1406.4052

zbMATH Keywords

sievealternating minimizationsingle indexprofile estimatoralternating maximizationprojection pursuit procedure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (2)

Alternating least squares in generalized linear models ⋮ Critical dimension in profile semiparametric estimation

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