Bias-corrected smoothed score function for single-index models

DOI10.1007/s00184-008-0201-8zbMath1179.62070MaRDI QIDQ2655280

Lu Lin, Li Xing Zhu, Qiang Chen

Publication date: 25 January 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0201-8

zbMATH Keywords

confidence region; single-index model; local likelihood; smoothing score

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

Related Items

A profile-type smoothed score function for a varying coefficient partially linear model

Cites Work

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• On Profile Likelihood
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• Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data