Optimal smoothing in single-index models

DOI10.1214/AOS/1176349020zbMath0770.62049OpenAlexW1978930761MaRDI QIDQ2366732

Hidehiko Ichimura, Wolfgang Karl Härdle

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

bandwidthheteroscedasticitysimulation studykernel estimatorsingle-index modelsprojection pursuit regressionbinary response modelsdimension-reductionamount of smoothingroot-\(n\) consistent orientation estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99)

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