Statistical inference in single-index and partially nonlinear models

DOI10.1023/A:1003118812392zbMath0935.62046OpenAlexW2029728579MaRDI QIDQ1293722

Hua Liang, J. T. Gao

Publication date: 8 May 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003118812392

zbMATH Keywords

asymptotic normalitypartially nonlinear modelfinite series approximationsemiparametric single-index regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

A semiparametric method for estimating nonlinear autoregressive model with dependent errors ⋮ M-estimators for single-index model using B-spline ⋮ Estimating the parametric component of nonlinear partial spline model ⋮ Semiparametric method and theory for continuously indexed spatio-temporal processes ⋮ Sieve least squares estimation for partially nonlinear models ⋮ Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach ⋮ PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS ⋮ Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates ⋮ Semiparametric regression under long-range dependent errors. ⋮ Model specification tests in nonparametric stochastic regression models ⋮ Semiparametric estimation of moment condition models with weakly dependent data