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

Cited In (only showing first 100 items - show all)

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
Error variance estimation for the single-index model
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
Two step composite quantile regression for single-index models
On semiparametric \(M\)-estimation in single-index regression
A note on the conditional density estimate in the single functional index model
Statistical inference for the index parameter in single-index models
Robust nonparametric derivative estimator
Composite quantile regression for single-index models with asymmetric errors
Single index regression models in the presence of censoring depending on the covariates
Consistent Estimation of Scaled Coefficients
Universal pointwise selection rule in multivariate function estimation
Efficient inferences on the varying-coefficient single-index model with empirical likelihood
Functional partial linear single-index model
ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
Robust direction identification and variable selection in high dimensional general single-index models
Variable selection in a class of single-index models
Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
Entropy and sampling numbers of classes of ridge functions
Estimator of a change point in single index models
Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
Conditional density estimation in the single functional index model for \(\alpha\)-mixing functional data
Adaptive estimation in the single-index model via oracle approach
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
Penalized least squares for single index models
A constructive approach to the estimation of dimension reduction directions
Efficient estimation for time-dynamic longitudinal single-index model
An Adaptive Estimation of Dimension Reduction Space
Cross-validated estimations in the single-functional index model
Semiparametric estimation for weighted average derivatives with responses missing at random
On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data
Testing single-index restrictions with a focus on average derivatives
Finite sample behavior of a sieve profile estimator in the single index mode
Composite quantile regression for varying-coefficient single-index models
Sparse Single Index Models for Multivariate Responses
Low dimensional semiparametric estimation in a censored regression model
Testing the equality of linear single-index models
Single-index regression models with right-censored responses
Nonparametric estimation of composite functions
Model averaging estimation for varying-coefficient single-index models
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Direction estimation in single-index models via distance covariance
Penalized estimation equation for an extended single-index model
Nonparametric estimation of the link function including variable selection
Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
Residual information criterion for single-index model selections
Estimation for a partial-linear single-index model
A Gaussian process regression approach to a single-index model
Estimating coefficients of single-index regression models by minimizing variation
Robust and resource-efficient identification of two hidden layer neural networks
Aggregation of estimators and stochastic optimization
An empirical process view of inverse regression
On the central limit theorem for conditional density estimator in the single functional index model
The recovery of ridge functions on the hypercube suffers from the curse of dimensionality
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

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