Estimating the error distribution in a single-index model
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Cites work
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- A note on non-parametric testing for Gaussian innovations in AR-ARCH models
- A weak convergence result useful in robust autoregression
- An Adaptive Estimation of Dimension Reduction Space
- Approximating conditional distribution functions using dimension reduction
- Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
- Asymptotic methods in statistical decision theory
- Asymptotic Statistics
- Consistent Estimation of Scaled Coefficients
- Correction: Estimation for a partial-linear single-index model
- Efficiency transfer for regression models with responses missing at random
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
- Estimating the error distribution function in semiparametric regression
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Estimating the innovation distribution in nonparametric autoregression
- Estimation for a partial-linear single-index model
- Generalized Partially Linear Single-Index Models
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
- scientific article; zbMATH DE number 3169867 (Why is no real title available?)
- scientific article; zbMATH DE number 3787902 (Why is no real title available?)
- scientific article; zbMATH DE number 1223290 (Why is no real title available?)
- scientific article; zbMATH DE number 1347886 (Why is no real title available?)
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- scientific article; zbMATH DE number 3258670 (Why is no real title available?)
- Non-parametric estimation of the residual distribution
- Nonparametric checks for single-index models
- On asymptotic differentiability of averages.
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- Semi-parametric estimation of partially linear single-index models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Sliced Inverse Regression for Dimension Reduction
- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
- The EFM approach for single-index models
- Weak convergence and empirical processes. With applications to statistics
- Weighted empirical processes in dynamic nonlinear models.
Cited in
(8)- Maximum empirical likelihood estimation and related topics
- Estimating the conditional single-index error distribution with a partial linear mean regression
- Estimation of error variance in one-way random model
- Error variance estimation for the single-index model
- scientific article; zbMATH DE number 2063755 (Why is no real title available?)
- Estimation of a functional single index model with dependent errors and unknown error density
- Estimation of the error distribution function for partial linear single-index models
- Distributional (Single) Index Models
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