Semiparametric estimation of a class of generalized linear models without smoothing

DOI10.1016/j.jmva.2014.04.025zbMath1292.62056MaRDI QIDQ2252891

Alessio Sancetta

Publication date: 24 July 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.025

zbMATH Keywords

generalized linear model; single index model; exponential dispersion model; empirical cumulant generating function

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62J12: Generalized linear models (logistic models)

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