On bootstrap consistency of MAVE for single index models

DOI10.1016/J.CSDA.2019.06.002MaRDI QIDQ2007996zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• scientific article; zbMATH DE number 2063755 (Why is no real title available?)
• A bootstrap test for single index models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An Adaptive Estimation of Dimension Reduction Space
• An updated review of goodness-of-fit tests for regression models
• Bootstrap Approximations in Model Checks for Regression
• Bootstrap Standard Error Estimates for Linear Regression
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap approximation in a partially linear regression model
• Bootstrap methods: another look at the jackknife
• Bootstrapping regression models
• Comparing nonparametric versus parametric regression fits
• Direction Estimation in Single-Index Regressions via Hilbert-Schmidt Independence Criterion
• Direction estimation in single-index regressions
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Optimal smoothing in single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction
• The wild bootstrap, tamed at last
• Variable selection for the single-index model
• Weak and strong uniform consistency of kernel regression estimates
• Wild bootstrap estimation in partially linear models with heteroscedasticity

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