Statistical inference in single-index and partially nonlinear models

DOI10.1023/A:1003118812392zbMATH Open0935.62046OpenAlexW2029728579MaRDI QIDQ1293722FDOQ1293722

Authors Hua Liang, Jiti 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)

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(13)

• scientific article; zbMATH DE number 7370544 (Why is no real title available?)
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• M-estimators for single-index model using B-spline
• Semiparametric estimation of moment condition models with weakly dependent data
• Semiparametric method and theory for continuously indexed spatio-temporal processes
• Statistical inference for stationary linear models with tapered data
• Sieve least squares estimation for partially nonlinear models
• Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach
• Model specification tests in nonparametric stochastic regression models
• Semiparametric regression under long-range dependent errors.
• A semiparametric method for estimating nonlinear autoregressive model with dependent errors

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