On an asymptotically more efficient estimation of the single-index model
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Publication:979243
DOI10.1016/j.jmva.2010.02.005zbMath1190.62082OpenAlexW2014412990MaRDI QIDQ979243
Ziqing Chang, Li Xing Zhu, Liu Gen Xue
Publication date: 25 June 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.02.005
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Related Items (24)
Empirical likelihood for single-index models with responses missing at random ⋮ Robust estimation for varying index coefficient models ⋮ Multi-index regression models with missing covariates at random ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ A relative error estimation approach for multiplicative single index model ⋮ Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature ⋮ Single index Fréchet regression ⋮ The EFM approach for single-index models ⋮ A robust and efficient estimation method for single-index varying-coefficient models ⋮ Statistical inference on seemingly unrelated single-index regression models ⋮ Efficient empirical-likelihood-based inferences for the single-index model ⋮ Generalized varying index coefficient models ⋮ Inverse probability weighted estimators for single-index models with missing covariates ⋮ Efficient estimation in single index models through smoothing splines ⋮ Statistical inference for a single-index varying-coefficient model ⋮ Robust estimation and variable selection for varying-coefficient single-index models based on modal regression ⋮ Empirical likelihood inference in partially linear single-index models with endogenous covariates ⋮ Estimation for Partially Linear Single-index Instrumental Variables Models ⋮ Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data ⋮ An Extended Single‐index Model with Missing Response at Random ⋮ Estimation for partially varying-coefficient single-index models with distorted measurement errors ⋮ SIMEX estimation for single-index model with covariate measurement error ⋮ Spline estimation and variable selection for single-index prediction models with diverging number of index parameters ⋮ Robust nonparametric derivative estimator
Cites Work
- Estimation for a partial-linear single-index model
- On projection pursuit regression
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Optimal smoothing in single-index models
- Semi-parametric estimation of partially linear single-index models
- Empirical likelihood for single-index models
- Approximating conditional distribution functions using dimension reduction
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Generalized Partially Linear Single-Index Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Quasi-Likelihood Regression with Unknown Link and Variance Functions
- An Adaptive Estimation of Dimension Reduction Space
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