Estimating coefficients of single-index regression models by minimizing variation

DOI10.1080/00949655.2017.1390574MaRDI QIDQ4960549zbMATH OpenOpenAlexFDO

Authors Dongfang Lou, Zhiyuan Ma

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2017.1390574

zbMATH Keywords

iterative marginal optimizationminimum variation estimationsingle-index regression model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
• An Adaptive Estimation of Dimension Reduction Space
• An Efficient Semiparametric Estimator for Binary Response Models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Direct estimation of the index coefficient in a single-index model
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Mathematical Statistics
• Maximum score estimation of the stochastic utility model of choice
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Optimal smoothing in single-index models
• Rank-based inference for the single-index model
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Slicing regression: A link-free regression method
• The Limiting Distribution of the Maximum Rank Correlation Estimator

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