Automatic Smoothing and Estimation in Single Index Poisson Regression

DOI10.1080/10485250212373MaRDI QIDQ4805925zbMATH OpenOpenAlexFDO

Authors Daniela Climov, J. D. Hart, Léopold Simar

Publication date 24 June 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250212373

zbMATH Keywords

risk estimationsingle index modelkernel methodPoisson data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• A new look at the statistical model identification
• An Efficient Semiparametric Estimator for Binary Response Models
• Bandwidth choice for nonparametric regression
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Exact risk approaches to smoothing parameter selection
• Model Selection for Extended Quasi-Likelihood Models in Small Samples
• Nonparametric smoothing and lack-of-fit tests
• Optimal smoothing in single-index models
• Regression and time series model selection in small samples
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(7)

• Weighted estimation of single index models with right censored responses
• Asymptotics for a censored generalized linear model with unknown link function
• Automatic Smoothing for Poisson Regression
• Estimation of single index model with missing response at random
• On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk
• Semiparametric estimation in single index Poisson regression: A practical approach
• Asymptotic confidence intervals for Poisson regression

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