Optimal smoothing parameter selection in single-index model derivative estimation

DOI10.1080/07474938.2024.2344106MaRDI QIDQ6986702zbMATH OpenFDO

Authors Shuang Yao, Guannan Liu

Publication date 9 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2024.2344106

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
• Optimal bandwidth selection in nonparametric regression function estimation
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models

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