On semiparametric \(M\)-estimation in single-index regression
From MaRDI portal
Publication:2581646
DOI10.1016/j.jspi.2004.09.006zbMath1077.62027MaRDI QIDQ2581646
Valentin Patilea, Marian Hristache, Michel Delecroix
Publication date: 10 January 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/2004-17.pdf
\(U\)-processes; Bandwidth selection; Robustness; Cross-validation; Semiparametric \(M\)-estimator; Semiparametric quasi-likelihood; Single-index model
62G08: Nonparametric regression and quantile regression
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62J12: Generalized linear models (logistic models)
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