Optimal smoothing in single-index models

DOI10.1214/aos/1176349020zbMath0770.62049MaRDI QIDQ2366732

Hall, Peter, Wolfgang Karl Härdle, Hidehiko Ichimura

Publication date: 23 August 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349020

zbMATH Keywords

bandwidth; heteroscedasticity; simulation study; kernel estimator; single-index models; projection pursuit regression; binary response models; dimension-reduction; amount of smoothing; root-\(n\) consistent orientation estimation

Mathematics Subject Classification ID

62H99: Multivariate analysis

62J05: Linear regression; mixed models

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62J99: Linear inference, regression

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