Direct estimation of the index coefficient in a single-index model

DOI10.1214/AOS/1009210681zbMATH Open1012.62043OpenAlexW4251308316MaRDI QIDQ1848874FDOQ1848874

Authors: Marian Hristache, Anatoli Juditsky, V. G. Spokoiny 

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1009210681

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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• On the central limit theorem for conditional density estimator in the single functional index model
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• Score estimation in the monotone single-index model
• Ultrahigh dimensional single index model estimation via refitted cross-validation
• Generalized analysis-of-variance-type test for the single-index quantile model
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• A new Bayesian single index model with or without covariates missing at random
• A single-index model procedure for interpolation intervals in time series
• Semiparametric Regression Models with Applications to Scoring: A Review
• Estimation for single-index models via martingale difference divergence
• Local Walsh-average-based estimation and variable selection for single-index models
• Estimating covariance and precision matrices along subspaces
• Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure
• Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random
• Semiparametric versus nonparametric estimation in single index regression model: a computational approach
• Slice inverse regression with score functions
• Optimal estimation of slope vector in high-dimensional linear transformation models
• Profile Least Squares Estimators in the Monotone Single Index Model
• Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature
• Inverse probability weighted estimators for single-index models with missing covariates
• Robust estimators of functional single index models for longitudinal data
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• Single-index modelling of conditional probabilities in two-way contingency tables
• The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data
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• A relative error estimation approach for multiplicative single index model
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• Estimation in monotone single‐index models
• New efficient estimation and variable selection in models with single-index structure
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• Conditional likelihood based inference on single-index models for motor insurance claim severity
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• On the robust regression for a censored response data in the single functional index model
• Scalable approximations for generalized linear problems
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications
• Single-index modal regression via outer product gradients
• Optimal functional parameter in the single functional index model
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
• Semiparametric Efficiency in Convexity Constrained Single-Index Model
• An analysis of single-index model with monotonic link function
• B spline variable selection for the single index models
• A new test for heteroscedasticity in single-index models
• Semiparametric methods in applied econometrics: do the models fit the data?
• High-dimensional estimation with geometric constraints
• Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship
• Variable selection for single-index models based on martingale difference divergence
• Semiparametric estimation of a class of generalized linear models without smoothing
• Direct identification of the linear block in Wiener system
• Bayesian single-index quantile regression for ordinal data
• Multi-index regression models with missing covariates at random
• Zero finite-order serial correlation test in a partially linear single-index model
• Smoothing spline estimation for partially linear single-index models
• On completely data-driven bandwidth selection for single-index models
• Empirical likelihood for single-index models
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Estimation for the single-index models with random effects
• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• Spline-based quasi-likelihood estimation of mixed Poisson regression with single-index models
• Semiparametric estimation of the single-index varying-coefficient model
• Empirical likelihood for density-weighted average derivatives
• Single-index composite quantile regression
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• Estimating multi-index models with response-conditional least squares
• Rank-based inference for the single-index model
• Empirical likelihood for single-index varying-coefficient models
• Estimation for a marginal generalized single-index longitudinal model
• Bayesian Tobit quantile regression with single-index models
• Projection pursuit multi-index (PPMI) models
• Least squares estimation in the monotone single index model
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Statistical inference for a single-index varying-coefficient model
• Nonparametric checks for single-index models
• The EFM approach for single-index models
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• Non-convex penalized estimation in high-dimensional models with single-index structure
• Testing serial correlation in partially linear single-index errors-in-variables models
• High dimensional single index models
• Semiparametric models with single-index nuisance parameters
• M-estimators for single-index model using B-spline
• Modèle à indice fonctionnel simple. (Single functional index model)
• Asymptotic distributions of two ``synthetic data estimators for censored single-index models

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