New estimation and inference procedures for a single-index conditional distribution model
type: Item
instance of: scholarly article
title: New estimation and inference procedures for a single-index conditional distribution model
zbMATH Open document ID: 1259.62013
author: Ming-Yueh Huang
author: Chin-Tsang Chiang
published in: Journal of Multivariate Analysis
publication date: 2012-08-24T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6071646
zbMATH Keywords: adaptive lasso
zbMATH Keywords: cross-validation
zbMATH Keywords: curse of dimensionality
zbMATH Keywords: multi-stage adaptive lasso
zbMATH Keywords: naive bootstrap
zbMATH Keywords: oracle properties
zbMATH Keywords: single-index
zbMATH Keywords: pseudo least integrated squares estimator
zbMATH Keywords: pseudo least squares estimator
zbMATH Keywords: pseudo maximum likelihood estimator
zbMATH Keywords: random weighted bootstrap
zbMATH Keywords: residual process
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.04.003
OpenAlex ID: W2012696889
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DOI: 10.1016/J.JMVA.2012.04.003
description: scientific article; zbMATH DE number 6071646