Investigating Smooth Multiple Regression by the Method of Average Derivatives
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Cited in
(only showing first 100 items - show all)- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
- Single-index regression models with right-censored responses
- Robust estimation of dimension reduction space
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Inference on a regression model with noised variables and serially correlated errors
- Varying-coefficient single-index model
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- An integral transform method for estimating the central mean and central subspaces
- Statistical inference on parametric part for partially linear single-index model
- Optimal bandwidth choice for density-weighted averages
- Single-index quantile regression
- Inverse regression method in data structure analysis
- How sensitive are average derivatives?
- A constructive approach to the estimation of dimension reduction directions
- The union/non-union wage differential: an application of semi-parametric methods
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Dimension-reduction type test for linearity of a stochastic regression model
- A limit theorem for a smooth class of semiparametric estimators
- Consistent estimation of density-weighted average derivative by orthogonal series method
- Nonlinear confounding in high-dimensional regression
- On average derivative quantile regression
- Choice of regressors in nonparametric estimation
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Are efficient estimators in single-indexed models really efficient? A computational discussion
- Statistical estimation in varying coefficient models
- Rank estimation of a location parameter in the binary choice model
- Likelihood-based local polynomial fitting for single-index models
- Identifying the sign of the slope of a monotonic function via OLS.
- A mathematical programming approach to clusterwise regression model and its extensions
- Partially linear single index Cox regression model in nested case-control studies
- Bayesian analysis of generalized partially linear single-index models
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- A lack-of-fit test for generalized linear models via single-index techniques
- A unified approach to sufficient dimension reduction
- Robust estimation and variable selection in sufficient dimension reduction
- Canonical kernel dimension reduction
- Estimation and inference on central mean subspace for multivariate response data
- Gradient-based bandwidth selection for estimating average derivatives
- Estimated conditional score function for missing mechanism model with nonignorable nonresponse
- Latent single-index models for ordinal data
- Threshold regression with endogeneity
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
- Single-index copulas
- Optimal estimation of slope vector in high-dimensional linear transformation models
- Aggregate behavior and microdata
- General rank-based estimation for regression single index models
- Quasi-likelihood estimation of the single index conditional variance model
- Two step composite quantile regression for single-index models
- On a semiparametric survival model with flexible covariate effect
- Nonparametric estimation of competing risks models with covariates
- Asymptotics for kernel estimate of sliced inverse regression
- The quasi-likelihood estimation in regression
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- Dimension reduction for regression estimation with nearest neighbor method
- Sparse supervised dimension reduction in high dimensional classification
- Nearest neighbor inverse regression
- Efficient estimation of binary choice models under symmetry
- Universal sieve-based strategies for efficient estimation using machine learning tools
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- On bootstrap consistency of MAVE for single index models
- Local Walsh-average-based estimation and variable selection for single-index models
- Heteroscedasticity checks for single index models
- On testing common indices for two multi-index models: a link-free approach
- Estimating multi-index models with response-conditional least squares
- On the rate of convergence of fully connected deep neural network regression estimates
- Advanced topics in sliced inverse regression
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- Single-index quantile regression with left truncated data
- Extreme partial least-squares
- Model averaging estimation for varying-coefficient single-index models
- Bootstrap based goodness-of-fit tests for binary multivariate regression models
- Functional sufficient dimension reduction through average Fréchet derivatives
- Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
- Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
- Semiparametric estimation of a class of generalized linear models without smoothing
- On the estimation of density-weighted average derivative by wavelet methods under various dependence structures
- A single-index model procedure for interpolation intervals in time series
- Asymptotic distributions of two ``synthetic data estimators for censored single-index models
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Weighted composite quantile regression for single index model with missing covariates at random
- Single-index modal regression via outer product gradients
- Parametric and semiparametric estimation methods for survival data under a flexible class of models
- On deep learning as a remedy for the curse of dimensionality in nonparametric regression
- Wavelet estimation in time-varying coefficient models
- Variable selection for covariate adjusted regression model
- Variable selection and estimation for semi-parametric multiple-index models
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Nonparametric estimation of the conditional tail copula
- High dimensional single index models
- Quantile regression and variable selection of partial linear single-index model
- Asymptotics for a censored generalized linear model with unknown link function
- Covariate-adjusted nonlinear regression
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
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