On semiparametric M-estimation in single-index regression

DOI10.1016/J.JSPI.2004.09.006MaRDI QIDQ2581646zbMATH OpenOpenAlexFDO

Authors Marian Hristache, Valentin Patilea, 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 selectionCross-validationRobustnessSemiparametric \(M\)-estimatorSemiparametric quasi-likelihoodSingle-index model

Mathematics Subject Classification ID

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

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Cited in

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• Single-index regression models with right-censored responses
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• On completely data-driven bandwidth selection for single-index models
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
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• Cost-sensitive single-index classification model
• Simultaneous semiparametric inference for single-index models
• Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band
• Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models
• Integral approximation by kernel smoothing
• StressCensoR
• Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models

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