Estimation and testing for partially linear single-index models

DOI10.1214/10-AOS835zbMath1204.62068arXiv1211.3509OpenAlexW2093738981WikidataQ42127945 ScholiaQ42127945MaRDI QIDQ95718

Runze Li, Xiang Liu, Chih-Ling Tsai, Hua Liang, Xiang Liu, Hua Liang, Run-Ze Li, Chih-Ling Tsai

Publication date: 1 December 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3509

zbMATH Keywords

hypothesis testingefficiencynonparametric regressionprofile likelihoodlocal linear regressionSCAD

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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