Varying-coefficient single-index model

DOI10.1016/j.csda.2007.04.008zbMath1452.62296MaRDI QIDQ1023472

Heung Wong, Ri-quan Zhang, Wai-Cheung Ip

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.04.008

zbMATH Keywords

asymptotic theory; partially linear single-index model; local linear method; average method; back-fitting technique; semivarying-coefficient model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

Consistency of Ridge Function Fields for Varying Nonparametric Regression, Empirical likelihood for varying-coefficient single-index model with right-censored data, Weighted estimation of single index models with right censored responses, Partially linear single-index model with missing responses at random, Statistical inference in partially-varying-coefficient single-index model, Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data, Estimation of single index model with missing response at random, Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models, Statistical estimation in partially linear single-index models with error-prone linear covariates, Estimation in Partially Linear Single-Index Models with Missing Covariates, General partially linear varying-coefficient transformation models for ranking data, Empirical likelihood for the varying-coefficient single-index model

Uses Software

• KernSmooth

Cites Work

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