Estimating a monotonic link function in single-index models

MaRDI QIDQ3571620zbMATH OpenFDO

Authors Jianjuan Yang

Publication date 8 July 2010

zbMATH Keywords

least squares estimatepenalty function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(8)

• A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
• Least squares estimation in the monotone single index model
• Score estimation of monotone partially linear index model
• Series estimation for single-index models under constraints
• Semiparametric jump-preserving estimation for single-index models
• Score estimation in the monotone single-index model
• On the population least‐squares criterion in the monotone single index model
• An analysis of single-index model with monotonic link function

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