On bootstrap consistency of MAVE for single index models

DOI10.1016/J.CSDA.2019.06.002OpenAlexW2954501540MaRDI QIDQ2007996FDOQ2007996

Lei Huang, Lian-Lian Liu, Hong-Fan Zhang

Publication date: 22 November 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2019.06.002

Recommendations

• On the single-index model estimate of the conditional density function: consistency and implementation
• A bootstrap test for single index models
• A score based approach to wild bootstrap inference
• A note on moment convergence of bootstrap M-estimators
• Bootstrap, wild bootstrap, and asymptotic normality

zbMATH Keywords

MAVEasymptotic distributionwild bootstrapsingle index model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• Optimal smoothing in single-index models
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Bootstrapping regression models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Comparing nonparametric versus parametric regression fits
• Bootstrap and wild bootstrap for high dimensional linear models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Variable selection for the single-index model
• Bootstrap Approximations in Model Checks for Regression
• Title not available (Why is that?)
• An Adaptive Estimation of Dimension Reduction Space
• The wild bootstrap, tamed at last
• Title not available (Why is that?)
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An updated review of goodness-of-fit tests for regression models
• Weak and strong uniform consistency of kernel regression estimates
• Direction estimation in single-index regressions
• Bootstrap Standard Error Estimates for Linear Regression
• A bootstrap test for single index models
• Bootstrap approximation in a partially linear regression model
• Wild bootstrap estimation in partially linear models with heteroscedasticity
• Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion

This page was built for publication: On bootstrap consistency of MAVE for single index models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2007996)