Semiparametric efficiency for partially linear single-index regression models

DOI10.1016/j.jmva.2014.06.006zbMath1360.62170OpenAlexW2049599450MaRDI QIDQ2252907

Yanyan Li

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.2014.06.006

zbMATH Keywords

semiparametric efficiencypartially linear single-index modelsingle-index modelconditional quantile restrictionconditional mean restriction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS, Efficient estimation in partially linear single‐index models for longitudinal data

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