Are efficient estimators in single-indexed models really efficient? A computational discussion

DOI10.1007/s001800200119zbMath1037.62033MaRDI QIDQ1424611

Marian Hristache

Publication date: 16 March 2004

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800200119

zbMATH Keywords

asymptotic efficiency; M-estimator; semiparametric approach; Naradaya-Watson kernel estimator

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

65D10: Numerical smoothing, curve fitting

62J02: General nonlinear regression

65C05: Monte Carlo methods

Cites Work

• How sensitive are average derivatives?
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• Semiparametric \(M\)-estimators in single-index models
• Optimal smoothing in single-index models
• On semiparametric \(M\)-estimation in single-index regression
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Bandwidth Choice for Average Derivative Estimation
• Semiparametric Estimation of Index Coefficients
• The Normal Approximation for Semiparametric Averaged Derivatives
• An Efficient Semiparametric Estimator for Binary Response Models