Efficient estimation in single index models through smoothing splines

DOI10.3150/19-BEJ1183zbMath1466.62295arXiv1612.00068MaRDI QIDQ2295045

Rohit Kumar Patra, Arun Kumar Kuchibhotla

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.00068

zbMATH Keywords

semiparametric model; penalized least squares; least favorable submodel

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62P12: Applications of statistics to environmental and related topics

62G05: Nonparametric estimation

Uses Software

• SemiPar
• np
• simest