Semiparametric estimation of a class of generalized linear models without smoothing

DOI10.1016/J.JMVA.2014.04.025zbMATH Open1292.62056OpenAlexW2073505441MaRDI QIDQ2252891FDOQ2252891

Authors: Alessio Sancetta 

Publication date: 24 July 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.025

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zbMATH Keywords

generalized linear modelsingle index modelexponential dispersion modelempirical cumulant generating function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

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Cited In (2)

• A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
• Non- and semiparametric alternatives to generalized linear models

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