Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band

DOI10.1007/S11749-024-00935-9MaRDI QIDQ7019933zbMATH OpenFDO

Authors Li Cai, Lei Jin, Jiuzhou Miao, Suojin Wang

Publication date 5 March 2025

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11749-024-00935-9

zbMATH Keywords

kernel regressionM-estimationoracle-efficientsimultaneous confidence bandsingle-index model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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