Model detection and estimation for single-index varying coefficient model

DOI10.1016/j.jmva.2015.03.008zbMath1328.62205OpenAlexW1986238806MaRDI QIDQ2350062

San Ying Feng, Liu Gen Xue

Publication date: 18 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.03.008

zbMATH Keywords

MAVEoracle propertycombined penalizationmodel detectionsingle-index varying coefficient model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (22)

Efficient estimation for the heteroscedastic single-index varying coefficient models ⋮ Estimation in functional single-index varying coefficient model ⋮ Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models ⋮ Single-index varying-coefficient models with missing covariates at random ⋮ Robust functional coefficient selection for the single-index varying coefficients regression model ⋮ Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses ⋮ Estimation in single-index varying-coefficient panel data model ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Estimation of the error distribution function for partial linear single-index models ⋮ Local Walsh-average regression for single index varying coefficient models ⋮ Penalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysis ⋮ Nonlinear regression models with single‐index heteroscedasticity ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Estimation and hypothesis test for single-index multiplicative models ⋮ Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Model identification and selection for single-index varying-coefficient models ⋮ Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables ⋮ Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors ⋮ Robust MAVE for single-index varying-coefficient models ⋮ Robust estimation for partial linear single-index models

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