Optimal smoothing in single-index models

DOI10.1214/AOS/1176349020MaRDI QIDQ2366732zbMATH OpenOpenAlexFDO

Authors Hidehiko Ichimura, Wolfgang K. Härdle, Peter Hall

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

zbMATH Keywords

amount of smoothingbandwidthbinary response modelsdimension-reductionheteroscedasticitykernel estimatorprojection pursuit regressionroot-\(n\) consistent orientation estimationsimulation studysingle-index models

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Cited in

(only showing first 100 items - show all)

• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• Single-index regression models with right-censored responses
• Efficient estimation of adaptive varying-coefficient partially linear regression model
• On hybrid methods of inverse regression-based algorithms
• Varying-coefficient single-index model
• An integral transform method for estimating the central mean and central subspaces
• Statistical inference on parametric part for partially linear single-index model
• Single-index quantile regression
• A single-index model with multiple-links
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• A constructive approach to the estimation of dimension reduction directions
• Tests in projection pursuit regression
• Semiparametric single index versus fixed link function modelling
• Nonlinear confounding in high-dimensional regression
• On average derivative quantile regression
• Curve estimation when the design density is low
• Modèle à indice fonctionnel simple. (Single functional index model)
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Semiparametric mixtures of regressions with single-index for model based clustering
• Partially linear single index Cox regression model in nested case-control studies
• Estimation and empirical likelihood for single-index models with missing data in the covariates
• Bayesian analysis of generalized partially linear single-index models
• Estimation in linear regression models with measurement errors subject to single-indexed distortion
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
• Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
• Robust estimation for survival partially linear single-index models
• On dimension reduction models for functional data
• Efficiency for heteroscedastic regression with responses missing at random
• A lack-of-fit test for generalized linear models via single-index techniques
• Asymptotic distribution-free tests for semiparametric regressions with dependent data
• Re-evaluating the effectiveness of inflation targeting
• Estimation and testing for time-varying quantile single-index models with longitudinal data
• Estimation and inference on central mean subspace for multivariate response data
• Forecasting in nonlinear univariate time series using penalized splines
• B spline variable selection for the single index models
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
• Exploring the constant coefficient of a single-index variation
• Single-index copulas
• Versatile estimation in censored single-index hazards regression
• Optimal estimation of slope vector in high-dimensional linear transformation models
• A constructive hypothesis test for the single-index models with two groups
• General rank-based estimation for regression single index models
• Quasi-likelihood estimation of the single index conditional variance model
• Two step composite quantile regression for single-index models
• Testing for the parametric parts in a single-index varying-coefficient model
• Partial linear single index models with distortion measurement errors
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• A general theory for nonlinear sufficient dimension reduction: formulation and estimation
• The recovery of ridge functions on the hypercube suffers from the curse of dimensionality
• On bootstrap consistency of MAVE for single index models
• Local Walsh-average-based estimation and variable selection for single-index models
• On testing common indices for two multi-index models: a link-free approach
• A distribution-based Lasso for a general single-index model
• Empirical likelihood for partially linear single-index models under negatively associated errors
• A selective overview of deep learning
• High-dimensional index volatility models via Stein's identity
• The Jensen effect and functional single index models: estimating the ecological implications of nonlinear reaction norms
• On the rate of convergence of fully connected deep neural network regression estimates
• Estimation of partially linear single-index spatial autoregressive model
• Sample selection models with monotone control functions
• Estimation for partially varying-coefficient single-index models with distorted measurement errors
• Assessing treatment effect through compliance score in randomized trials with noncompliance
• Generalized single index models and Jensen effects on reproduction and survival
• Single-index quantile regression with left truncated data
• Robust MAVE for single-index varying-coefficient models
• Model averaging estimation for varying-coefficient single-index models
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
• Deep learning for the partially linear Cox model
• Convergence guarantee for the sparse monotone single index model
• Predictive functional linear models with diverging number of semiparametric single-index interactions
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
• Single-index composite quantile regression for massive data
• Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
• Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
• A new Bayesian single index model with or without covariates missing at random
• Robust nonlinear regression estimation in null recurrent time series
• Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
• Semiparametric estimation of a class of generalized linear models without smoothing
• Semiparametric efficiency for partially linear single-index regression models
• A single-index model procedure for interpolation intervals in time series
• Beran-based approach for single-index models under censoring
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Asymptotic distributions of two ``synthetic data estimators for censored single-index models
• Statistical inference for the index parameter in single-index models
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Single-index modal regression via outer product gradients
• An overview of semiparametric extensions of finite mixture models
• Efficient estimation in single index models through smoothing splines
• On deep learning as a remedy for the curse of dimensionality in nonparametric regression
• General local rank estimation for single-index varying coefficient models
• Quantile regression and variable selection for partially linear single-index models with missing censoring indicators
• Cluster-based least absolute deviation regression for dimension reduction
• Least squares estimation in the monotone single index model
• Multiplicative-error models with sample selection
• Model detection and estimation for single-index varying coefficient model
• High dimensional single index models

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