Semiparametric efficiency for partially linear single-index regression models

DOI10.1016/J.JMVA.2014.06.006MaRDI QIDQ2252907zbMATH OpenOpenAlexFDO

Authors 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

conditional mean restrictionconditional quantile restrictionpartially linear single-index modelsemiparametric efficiencysingle-index model

Mathematics Subject Classification ID

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

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Cites work

• A simplified approach to computing efficiency bounds in semiparametric models
• A single-index quantile regression model and its estimation
• Adaptive \(L\)-estimation for linear models
• Asymptotic Statistics
• ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Efficient estimation in conditional single-index regression
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Estimation for a partial-linear single-index model
• Estimation of general semi-parametric quantile regression
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Generalized Partially Linear Single-Index Models
• scientific article; zbMATH DE number 1181283 (Why is no real title available?)
• Introduction to empirical processes and semiparametric inference
• L-Estimation for Linear Models
• On average derivative quantile regression
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• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Semiparametric efficiency bound in time-series models for conditional quantiles
• Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• Single-index quantile regression
• The EFM approach for single-index models

Cited in

(8)

• Semiparametric \(M\)-estimators in single-index models
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Computing semiparametric efficiency bounds in linear models with nonparametric regressors
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random
• Semiparametric efficiency for censored linear regression models with heteroskedastic errors
• Efficient estimation in partially linear single-index models for longitudinal data
• A simplified approach to computing efficiency bounds in semiparametric models
• Semiparametric Efficiency in Convexity Constrained Single-Index Model

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