Semiparametric single index versus fixed link function modelling

DOI10.1214/aos/1034276627zbMath0869.62033OpenAlexW1984627869MaRDI QIDQ1355177

Wolfgang Karl Härdle, Vladimir Spokoiny, Stefan Sperlich

Publication date: 9 September 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1034276627

zbMATH Keywords

nonparametric regressionpower functiondiscrete choice modelsparametric hypothesisrate-optimalsemiparametric alternativesingle index modelling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items

A note on variable selection in nonparametric regression with dependent data, Behaviour of the monotone single index model under repeated measurements, Integration and backfitting methods in additive models -- finite sample properties and comparison, BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS, Oracally efficient estimation for single-index link function with simultaneous confidence band, On the link between credibility and frequency premium, Semiparametric Regression Models with Applications to Scoring: A Review, Editorial to the special issue on applicable semiparametrics of computational statistics, Testing the link when the index is semiparametric -- a comparative study, TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

Uses Software

• XploRe

Cites Work

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