Estimation for a partial-linear single-index model

DOI10.1214/09-AOS712zbMath1181.62038arXiv0905.2042MaRDI QIDQ847637

Jane-Ling Wang, Yun Sam Chong, Li Xing Zhu, Liu Gen Xue

Publication date: 19 February 2010

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

Full work available at URL: https://arxiv.org/abs/0905.2042

zbMATH Keywords

bandwidthdimension reductionlocal linear smoothingtwo-stage estimationkernel smoother

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Related Items (only showing first 100 items - show all)

Generalized expectile regression with flexible response function ⋮ Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors ⋮ Semiparametric Efficiency in Convexity Constrained Single-Index Model ⋮ Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension ⋮ Empirical likelihood in single-index partially functional linear model with missing observations ⋮ Estimation on functional partially linear single index measurement error model ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature ⋮ Single index Fréchet regression ⋮ A short note on fitting a single-index model with massive data ⋮ Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model ⋮ An adaptive-to-model test for partially parametric single-index models ⋮ Testing structural change in partially linear single-index models with error-prone linear covariates ⋮ Estimation for Functional Single Index Models with Unknown Link Functions ⋮ Robust estimation for survival partially linear single-index models ⋮ Confidence intervals for high-dimensional partially linear single-index models ⋮ Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Empirical likelihood for single-index models with responses missing at random ⋮ Robust estimation for varying index coefficient models ⋮ Model structure selection in single-index-coefficient regression models ⋮ Sparse Single Index Models for Multivariate Responses ⋮ Profile Estimation for Partial Functional Partially Linear Single-Index Model ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ Single-index regression for pooled biomarker data ⋮ Estimation and testing for time-varying quantile single-index models with longitudinal data ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ A class of functional partially linear single-index models ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Statistical inference in partially-varying-coefficient single-index model ⋮ Estimation of semi-varying coefficient model with surrogate data and validation sampling ⋮ Semiparametric estimation of fixed effects panel data single-index model ⋮ Efficient inferences on the varying-coefficient single-index model with empirical likelihood ⋮ Statistical inference for the partially linear single-index model of panel data with serially correlated error structure ⋮ Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index ⋮ Large-sample estimation and inference in multivariate single-index models ⋮ Partial linear single index models with distortion measurement errors ⋮ Bayesian quantile regression for single-index models ⋮ Profile empirical-likelihood inferences for the single-index-coefficient regression model ⋮ Uniformly valid inference for partially linear high-dimensional single-index models ⋮ Partially linear estimation using sufficient dimension reduction ⋮ Statistical inference on restricted partial linear regression models with partial distortion measurement errors ⋮ Robust estimates in generalized partially linear single-index models ⋮ Empirical likelihood and estimation in single-index varying-coefficient models with censored data ⋮ Efficient estimation for marginal generalized partially linear single-index models with longitudinal data ⋮ Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data ⋮ Separation of linear and index covariates in partially linear single-index models ⋮ SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS ⋮ A relative error estimation approach for multiplicative single index model ⋮ GEE analysis of clustered binary data with diverging number of covariates ⋮ Single-index composite quantile regression for massive data ⋮ Partial linear single-index models with additive distortion measurement errors ⋮ Estimation for the single-index models with random effects ⋮ Shrinkage estimation of partially linear single-index models ⋮ A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates ⋮ The EFM approach for single-index models ⋮ Estimating the Error Distribution in a Single-Index Model ⋮ Partially linear single-index beta regression model and score test ⋮ On a dimension reduction regression with covariate adjustment ⋮ Nonlinear models with measurement errors subject to single-indexed distortion ⋮ A multi-index model for quantile regression with ordinal data ⋮ Single-index composite quantile regression ⋮ Double-slicing assisted sufficient dimension reduction for high-dimensional censored data ⋮ Simultaneous confidence band for single-index random effects models with longitudinal data ⋮ Semiparametric efficient estimation for partially linear single-index models with responses missing at random ⋮ Integrated conditional moment test for partially linear single index models incorporating dimension-reduction ⋮ A novel partial-linear single-index model for time series data ⋮ The adaptive L1-penalized LAD regression for partially linear single-index models ⋮ Adaptive testing for the partially linear single-index model with error-prone linear covariates ⋮ Partially varying coefficient single-index additive hazard models ⋮ Statistical inference on seemingly unrelated single-index regression models ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Dynamic single-index model for functional data ⋮ Semiparametric efficiency for partially linear single-index regression models ⋮ Estimation for biased partial linear single index models ⋮ Beran-based approach for single-index models under censoring ⋮ Variable selection for the partial linear single-index model ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ On an asymptotically more efficient estimation of the single-index model ⋮ Efficient empirical-likelihood-based inferences for the single-index model ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ A constructive hypothesis test for the single-index models with two groups ⋮ Estimation for single-index and partially linear single-index integrated models ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Robust variable selection in partially varying coefficient single-index model ⋮ Generalized varying index coefficient models ⋮ Generalized additive models with flexible response functions ⋮ Semiparametric GEE analysis in partially linear single-index models for longitudinal data ⋮ High-dimensional index volatility models via Stein's identity ⋮ Empirical likelihood for partially linear single-index models with missing observations ⋮ Two step composite quantile regression for single-index models ⋮ Statistical inference for a single-index varying-coefficient model ⋮ Estimation of partially linear single-index spatial autoregressive model ⋮ Difference-based M-estimator of generalized semiparametric model with NSD errors ⋮ Corrected empirical likelihood inference for right-censored partially linear single-index model ⋮ Estimation for a marginal generalized single-index longitudinal model ⋮ Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data ⋮ Robust functional estimation in the multivariate partial linear model

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fisher lecture: Dimension reduction in regression
• On projection pursuit regression
• On M-processes and M-estimation
• Asymptotics for sliced average variance estimation
• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• An asymptotic theory for sliced inverse regression
• Hedonic housing prices and the demand for clean air
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Data-driven efficient estimators for a partially linear model
• Semiparametric inference in a partial linear model
• Direct estimation of the index coefficient in a single-index model
• Dimension reduction for conditional mean in regression
• Adapting for the missing link
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Nonparametric checks for single-index models
• On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Consistent Estimation of Scaled Coefficients
• Sliced Inverse Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Generalized Partially Linear Single-Index Models
• Semiparametric Regression
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Dimension Reduction for Multivariate Response Data
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• An Adaptive Estimation of Dimension Reduction Space
• Dimension Reduction for the Conditionalkth Moment in Regression
• Convergence of stochastic processes

This page was built for publication: Estimation for a partial-linear single-index model