General rank-based estimation for regression single index models
DOI10.1007/S10463-017-0618-9zbMATH Open1407.62129OpenAlexW2755986143MaRDI QIDQ1786907FDOQ1786907
Authors: Huybrechts F. Bindele, Ash Abebe, Karlene N. Meyer 
Publication date: 25 September 2018
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-017-0618-9
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asymptotic normalitystrong consistencyheavy-tailedsingle indexnonparametric kernel estimationrank-based objective function
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)
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Cited In (16)
- General local rank estimation for single-index varying coefficient models
- Nonlinear regression models with single‐index heteroscedasticity
- Estimation of regression coefficients in multivariate rank-order models
- Robust estimation and selection for single-index regression model
- Rank-based inference for the single-index model
- Robust estimation of single index models with responses missing at random
- Two-stage rank estimation of quantile index models
- Rank estimation of partially linear index models
- Estimation and hypothesis test for partial linear single-index multiplicative models
- Rank-based test for partial functional linear regression models
- The estimate of the rank for regression coefficient matrix in a median regression model
- Generalised Rank Regression Estimator with Standard Error Adjusted Lasso
- Detection of the symmetry of model errors for partial linear single-index models
- Varying coefficient single-index regression model with missing responses under rank-based modelling
- Detection of marginal heteroscedasticity for partial linear single-index models
- Single-index relative error regression models
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