On semiparametric \(M\)-estimation in single-index regression

DOI10.1016/j.jspi.2004.09.006zbMath1077.62027OpenAlexW2030676067MaRDI 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

zbMATH Keywords

\(U\)-processesBandwidth selectionRobustnessCross-validationSemiparametric \(M\)-estimatorSemiparametric quasi-likelihoodSingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

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