On the single-index model estimate of the conditional density function: consistency and implementation

DOI10.1016/J.JSPI.2017.02.001MaRDI QIDQ2407115zbMATH OpenOpenAlexFDO

Authors Jun Zhang, Bingqing Lin, Yan Zhou, Qi'an Chen

Publication date 28 September 2017

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2017.02.001

zbMATH Keywords

bootstrap proceduresingle-indexrestricted estimatordouble kernel smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A constructive approach to the estimation of dimension reduction directions
• A note on robust kernel inverse regression
• A simple resampling method by perturbing the minimand
• Adaptive estimation of the transition density of a Markov chain
• Asymptotic properties of sufficient dimension reduction with a diverging number of predictors
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Bootstrap Approximations in Model Checks for Regression
• Bootstrap and wild bootstrap for high dimensional linear models
• Conditional density estimation in a regression setting
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• Estimating the conditional single-index error distribution with a partial linear mean regression
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• General directional regression
• Jackknife, bootstrap and other resampling methods in regression analysis
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• On Sliced Inverse Regression With High-Dimensional Covariates
• On almost linearity of low dimensional projections from high dimensional data
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Penalized least squares for single index models
• Series expansion for functional sufficient dimension reduction
• Simultaneous confidence bands and hypothesis testing for single-index models
• Sliced Regression for Dimension Reduction
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
• Statistical inference on restricted partially linear additive errors-in-variables models
• Sufficient dimension reduction via Bayesian mixture modeling
• The EFM approach for single-index models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection and estimation for semi-parametric multiple-index models

Cited in

(7)

• Dimension reduction regressions with measurement errors subject to additive distortion
• Single-index copulas
• On bootstrap consistency of MAVE for single index models
• Asymptotic normality of conditional distribution estimation in the single index model
• New estimation and inference procedures for a single-index conditional distribution model
• Distributional (Single) Index Models
• Estimation and hypothesis test for single-index multiplicative models

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