Large-sample estimation and inference in multivariate single-index models

DOI10.1016/J.JMVA.2019.01.003MaRDI QIDQ2418527zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Jingwei Wu, Hanxiang Peng, Wanzhu Tu

Publication date 27 May 2019

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc6777734

zbMATH Keywords

asymptotic normalityconsistencyP-splinessingle-index modelsmixed effect modelmultivariate outcomes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1471713 (Why is no real title available?)
• scientific article; zbMATH DE number 2104210 (Why is no real title available?)
• A Note on Penalized Spline Smoothing With Correlated Errors
• A multivariate single-index model for longitudinal data
• A new local estimation method for single index models for~longitudinal data
• An Adaptive Estimation of Dimension Reduction Space
• Asymptotic properties of estimators in a partially linear single-index model for longitudinal data
• Asymptotic properties of penalized spline estimators
• Asymptotic theory of nonlinear least squares estimation
• Asymptotics for polynomial spline regression under weak conditions.
• Consistent Estimation of Scaled Coefficients
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood for single-index models
• Estimation for a partial-linear single-index model
• Estimation for the single-index models with random effects
• Functional single index models for longitudinal data
• Generalized Partially Linear Single-Index Models
• Limit theorems for multi-indexed sums of random variables
• On the strong law of large numbers for \(d\)-dimensional arrays of random variables
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Penalized quadratic inference functions for single-index models with longitudinal data
• Semi-parametric estimation of partially linear single-index models
• Semiparametric Regression
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction
• Smoothing Spline Models with Correlated Random Errors
• Spline estimation of single-index models
• Tests for nonparametric parts on partially linear single index models

Cited in

(5)

• Large sample theory for a multivariate structural relationship with replication
• Large sample inference for a multivariate linear model with autocorrelated errors
• Missing responses at random in functional single index model for time series data
• scientific article; zbMATH DE number 7370544 (Why is no real title available?)
• Single functional index model under responses MAR and dependent observations

Describes a project that uses

Uses Software

• SemiPar

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