Direct estimation of the index coefficient in a single-index model
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Cited in
(only showing first 100 items - show all)- Composite quantile regression for varying-coefficient single-index models
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
- Efficient estimation for time-dynamic longitudinal single-index model
- Semiparametric estimation for weighted average derivatives with responses missing at random
- Two step composite quantile regression for single-index models
- Single index regression models in the presence of censoring depending on the covariates
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- Multi-index regression models with missing covariates at random
- Variable selection in a class of single-index models
- On semiparametric \(M\)-estimation in single-index regression
- Zero finite-order serial correlation test in a partially linear single-index model
- Semiparametric models with single-index nuisance parameters
- Nonparametric checks for single-index models
- A note on the conditional density estimate in the single functional index model
- Non-convex penalized estimation in high-dimensional models with single-index structure
- Direction estimation in single-index models via distance covariance
- A constructive approach to the estimation of dimension reduction directions
- Statistical inference for the index parameter in single-index models
- Rank-based inference for the single-index model
- Projection pursuit multi-index (PPMI) models
- Bayesian Tobit quantile regression with single-index models
- Least squares estimation in the monotone single index model
- Robust nonparametric derivative estimator
- Smoothing spline estimation for partially linear single-index models
- On completely data-driven bandwidth selection for single-index models
- Testing serial correlation in partially linear single-index errors-in-variables models
- Model averaging estimation for varying-coefficient single-index models
- Empirical likelihood for density-weighted average derivatives
- Finite sample behavior of a sieve profile estimator in the single index mode
- Sparse Single Index Models for Multivariate Responses
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Empirical likelihood for single-index models
- Conditional density estimation in the single functional index model for \(\alpha\)-mixing functional data
- Semiparametric estimation of the single-index varying-coefficient model
- M-estimators for single-index model using B-spline
- Empirical likelihood for single-index varying-coefficient models
- Single-index composite quantile regression
- High dimensional single index models
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Composite quantile regression for single-index models with asymmetric errors
- scientific article; zbMATH DE number 7712510 (Why is no real title available?)
- Error variance estimation for the single-index model
- ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
- Low dimensional semiparametric estimation in a censored regression model
- Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
- Estimation for the single-index models with random effects
- Spline-based quasi-likelihood estimation of mixed Poisson regression with single-index models
- Adaptive estimation in the single-index model via oracle approach
- An Adaptive Estimation of Dimension Reduction Space
- On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
- Estimation for a marginal generalized single-index longitudinal model
- Statistical inference for a single-index varying-coefficient model
- Estimation for a partial-linear single-index model
- Residual information criterion for single-index model selections
- Functional partial linear single-index model
- Modèle à indice fonctionnel simple. (Single functional index model)
- Asymptotic distributions of two ``synthetic data estimators for censored single-index models
- Universal pointwise selection rule in multivariate function estimation
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Consistent Estimation of Scaled Coefficients
- Testing the equality of linear single-index models
- Estimating multi-index models with response-conditional least squares
- Testing single-index restrictions with a focus on average derivatives
- Robust direction identification and variable selection in high dimensional general single-index models
- Single-index regression models with right-censored responses
- Entropy and sampling numbers of classes of ridge functions
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- The EFM approach for single-index models
- Penalized estimation equation for an extended single-index model
- Penalized least squares for single index models
- Nonparametric estimation of the link function including variable selection
- Estimator of a change point in single index models
- Cross-validated estimations in the single-functional index model
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
- Nonparametric estimation of composite functions
- An extended single-index model with missing response at random
- OLS for 1D regression models
- A Gaussian process regression approach to a single-index model
- High-dimensional index volatility models via Stein's identity
- New efficient estimation and variable selection in models with single-index structure
- Semiparametric estimation of a class of generalized linear models without smoothing
- The Jensen effect and functional single index models: estimating the ecological implications of nonlinear reaction norms
- The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data
- Estimation for single-index models via martingale difference divergence
- Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
- Profile Least Squares Estimators in the Monotone Single Index Model
- Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure
- Single functional index quantile regression under general dependence structure
- Efficient estimation in single index models through smoothing splines
- Variable selection for single-index models based on martingale difference divergence
- Direct identification of the linear block in Wiener system
- Semiparametric methods in applied econometrics: do the models fit the data?
- A relative error estimation approach for multiplicative single index model
- scientific article; zbMATH DE number 7625193 (Why is no real title available?)
- A new test for heteroscedasticity in single-index models
- The conditional cumulative distribution function in single functional index model
- A new minimum contrast approach for inference in single-index models
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