Empirical likelihood for the varying-coefficient single-index model

DOI10.1002/CJS.10075MaRDI QIDQ3589852zbMATH OpenOpenAlexFDO

Authors Riquan Zhang, Zhensheng Huang

Publication date 20 September 2010

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.10075

zbMATH Keywords

empirical likelihoodchi-squared distributionconfidence regionvarying-coefficient single-index modelstepwise method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 2148864 (Why is no real title available?)
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Corrected local polynomial estimation in varying-coefficient models with measurement errors
• Efficient estimation for semivarying-coefficient models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood for single-index models
• Empirical likelihood ratio confidence regions
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalized Partially Linear Single-Index Models
• On Single-Index Coefficient Regression Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Sliced Inverse Regression for Dimension Reduction
• Slicing regression: A link-free regression method
• Varying-coefficient single-index model

Cited in

(16)

• Robust variable selection in partially varying coefficient single-index model
• Nonparametric estimation of varying-coefficient single-index models
• Empirical likelihood for single-index varying-coefficient models
• Statistical inference for a single-index varying-coefficient model
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• scientific article; zbMATH DE number 6500488 (Why is no real title available?)
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Variable selection for partially varying coefficient single-index model
• Quasi-likelihood estimation of the single index conditional variance model
• Empirical likelihood and estimation in single-index varying-coefficient models with censored data
• Empirical likelihood inference for the parameters in varying-coefficient single-index models
• Empirical likelihood inference for monotone index model
• Two adjusted empirical-likelihood-based methods in generalized varying-coefficient partially linear model
• Empirical likelihood-based inference in varying-coefficient single-index models
• Estimation for partially varying-coefficient single-index models with distorted measurement errors

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