Separation of linear and index covariates in partially linear single-index models

DOI10.1016/J.JMVA.2015.08.017zbMath1328.62247OpenAlexW1627948438MaRDI QIDQ900792

Heng Lian, Hua Liang

Publication date: 23 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.017

zbMATH Keywords

estimating equationsingle-index modelstructure identificationidentifiability constraint

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (10)

High-dimensional Varying Index Coefficient Quantile Regression Model ⋮ Single-index relative error regression models ⋮ Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Estimation and hypothesis test for partial linear single-index multiplicative models ⋮ Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ A constrained single‐index regression for estimating interactions between a treatment and covariates ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ Estimation and variable selection for partial linear single-index distortion measurement errors models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and testing for partially linear single-index models
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• The EFM approach for single-index models
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Estimation for a partial-linear single-index model
• 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
• Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
• Generalized Partially Linear Single-Index Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Partial Least Squares Estimator for Single-Index Models
• A Statistical View of Some Chemometrics Regression Tools
• On extended partially linear single-index models
• A Multiple-Index Model and Dimension Reduction
• Identifiability of single-index models and additive-index models

This page was built for publication: Separation of linear and index covariates in partially linear single-index models