A robust and efficient estimation method for single-index varying-coefficient models

DOI10.1016/J.SPL.2014.07.011MaRDI QIDQ467007zbMATH OpenOpenAlexFDO

Authors Hu Yang, Chaohui Guo, Jing Lv

Publication date 3 November 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.07.011

zbMATH Keywords

asymptotic normalityrobust estimationlocal linear smoothingmodal regressionsingle-index varying-coefficient models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• A robust and efficient estimation method for single index models
• Adaptive Varying-Coefficient Linear Models
• Empirical likelihood for single-index models
• Empirical likelihood for single-index varying-coefficient models
• Local modal regression
• On an asymptotically more efficient estimation of the single-index model
• Optimal smoothing in single-index models
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Statistical inference for a single-index varying-coefficient model
• The EFM approach for single-index models

Cited in

(16)

• Generalized varying index coefficient models
• Distributed penalized modal regression for massive data
• Efficient estimation in heteroscedastic single-index models
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• General local rank estimation for single-index varying coefficient models
• A robust and efficient estimation method for single index models
• Rank-based inference for the single-index model
• Estimation for single-index models via martingale difference divergence
• Robust estimation for partial linear single-index models
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• Robust estimation for varying index coefficient models
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Robust modal estimation and variable selection for single-index varying-coefficient models
• Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter

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