Adaptive confidence region for the direction in semiparametric regressions

DOI10.1016/j.jmva.2010.02.002zbMath1186.62052OpenAlexW1970456334MaRDI QIDQ968488

Li-ping Zhu, Gao Rong Li, Li Xing Zhu

Publication date: 5 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.02.002

zbMATH Keywords

confidence regionempirical likelihoodsingle-index modelsinverse regressionsemiparametric regressions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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