Bias-corrected smoothed score function for single-index models

DOI10.1007/s00184-008-0201-8zbMath1179.62070OpenAlexW1995405762MaRDI QIDQ2655280

Qiang Chen, Lu Lin, Li Xing Zhu

Publication date: 25 January 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0201-8

zbMATH Keywords

confidence regionsingle-index modellocal likelihoodsmoothing score

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Estimation and variable selection for proportional response data with partially linear single-index models ⋮ A profile-type smoothed score function for a varying coefficient partially linear model

Cites Work

• Unnamed Item
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Profile likelihood and conditionally parametric models
• Maximum score estimation of the stochastic utility model of choice
• Optimal smoothing in single-index models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Quasi-likelihood Estimation in Semiparametric Models
• Generalized Partially Linear Single-Index Models
• On Profile Likelihood
• Semiparametric Estimation of Index Coefficients
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data

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