Estimation for single-index models via martingale difference divergence

DOI10.1016/J.CSDA.2019.03.008MaRDI QIDQ2416786zbMATH OpenOpenAlexWikidataFDO

Authors Heng Lian, Jicai Liu, Pei-Rong Xu

Publication date 24 May 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2019.03.008

zbMATH Keywords

distance covarianceindex coefficientsmartingale difference divergencesingle index modelssufficient dimension reduction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A constructive approach to the estimation of dimension reduction directions
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• Asymptotic Properties of Non-Linear Least Squares Estimators
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• Feature screening via distance correlation learning
• Generalized Partially Linear Single-Index Models
• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 774848 (Why is no real title available?)
• Interactive Tree-Structured Regression via Principal Hessian Directions
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• Modern Applied U‐Statistics
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• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Optimal smoothing in single-index models
• Partial martingale difference correlation
• Regression analysis under link violation
• Semi-parametric estimation of partially linear single-index models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction
• Structure adaptive approach for dimension reduction.
• The EFM approach for single-index models

Cited in

(8)

• Robust MAVE for single-index varying-coefficient models
• A kernel-based measure for conditional mean dependence
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
• Variable selection for single-index models based on martingale difference divergence
• Estimation and variable selection for single-index models with non ignorable missing data
• A novel martingale difference correlation via data splitting with applications in feature screening
• Robust direction estimation in single-index models via cumulative divergence
• Variable selection for partially linear single-index varying-coefficient model

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