Optimal smoothing in single-index models
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Publication:2366732
DOI10.1214/aos/1176349020zbMath0770.62049OpenAlexW1978930761MaRDI QIDQ2366732
Hidehiko Ichimura, Hall, Peter, Wolfgang Karl Härdle
Publication date: 23 August 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349020
bandwidthheteroscedasticitysimulation studykernel estimatorsingle-index modelsprojection pursuit regressionbinary response modelsdimension-reductionamount of smoothingroot-\(n\) consistent orientation estimation
Multivariate analysis (62H99) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99)
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