Likelihood-based local polynomial fitting for single-index models

DOI10.1006/JMVA.2000.1984MaRDI QIDQ1599242zbMATH OpenOpenAlexFDO

Authors Jib Huh, Byeong U. Park

Publication date 5 June 2002

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

Full work available at URL https://doi.org/10.1006/jmva.2000.1984

zbMATH Keywords

single-index modelsaverage derivativeslocal polynomial kernel smoothers

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Recommendations

• Local polynomial fitting based on empirical likelihood
• Local Polynomial Estimation in Multiparameter Likelihood Models
• LOCAL POLYNOMIAL QUASI-LIKELIHOOD REGRESSION ON RANDOM FIELDS
• Local polynomial fitting in semivarying coefficient model
• Bootstrapping local polynomial estimators in likelihood-based models
• Local polynomial fitting under association

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Adapting for the missing link
• Generalized Partially Linear Single-Index Models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Semiparametric Estimation of Index Coefficients
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(16)

• Efficient estimation in local parametric regression analysis
• Single-index composite quantile regression
• Weighted estimation of single index models with right censored responses
• Rank-based inference for the single-index model
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Asymptotics for a censored generalized linear model with unknown link function
• The EFM approach for single-index models
• Nonparametric estimation of the regression function having a change point in generalized linear models
• Single-index modelling of conditional probabilities in two-way contingency tables
• On semiparametric \(M\)-estimation in single-index regression
• Detection of a change point based on local-likelihood
• Statistical inference and visualization in scale-space using local likelihood
• Single index Fréchet regression
• Penalised spline estimation for generalised partially linear single-index models
• Estimation of single index model with missing response at random
• Nonparametric estimation of single-index models in scale-space

This page was built for publication: Likelihood-based local polynomial fitting for single-index models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1599242)