Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
From MaRDI portal
Publication:4366110
DOI10.2307/2291590zbMath0881.62037OpenAlexW3121856224MaRDI QIDQ4366110
Joel L. Horowitz, Wolfgang Karl Härdle
Publication date: 25 February 1998
Full work available at URL: https://doi.org/10.2307/2291590
Related Items
Bayesian analysis of generalized partially linear single-index models, Semiparametric estimation of a panel data proportional hazards model with fixed effects, A method of estimating the average derivative, Direction Estimation in a General Regression Model with Discrete Predictors, Estimating a generalized correlation coefficient for a generalized bivariate probit model, Asymptotics for a censored generalized linear model with unknown link function, Semiparametric estimation of binary response models with endogenous regressors, Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model, A lack-of-fit test for generalized linear models via single-index techniques, A consistent bootstrap procedure for the maximum score estimator, Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data, Single index regression models in the presence of censoring depending on the covariates, Estimation in single-index varying-coefficient panel data model, Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions, Convergence guarantee for the sparse monotone single index model, Low dimensional semiparametric estimation in a censored regression model, On the robust regression for a censored response data in the single functional index model, Change-point detection for the link function in a single-index model, Direction estimation in single-index models via distance covariance, B spline variable selection for the single index models, Partial linear single index models with distortion measurement errors, Semiparametric estimation of a nonstationary panel data transformation model under symmetry, On the population least‐squares criterion in the monotone single index model, Inferences for extended partially linear single-index models, Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes, Penalized least squares for single index models, Robust estimation and selection for single-index regression model, Robust inference for high‐dimensional single index models, Efficient estimation in conditional single-index regression, Policy Optimization Using Semiparametric Models for Dynamic Pricing, Rank-based inference for the single-index model, Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors, The EFM approach for single-index models, Semiparametric estimation for weighted average derivatives with responses missing at random, Nonlinear models with measurement errors subject to single-indexed distortion, Empirical likelihood for density-weighted average derivatives, Efficient estimation of binary choice models under symmetry, SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS, Oracally efficient estimation for single-index link function with simultaneous confidence band, Estimation in generalised varying-coefficient models with unspecified link functions, Smoothness adaptive average derivative estimation, Optimal functional parameter in the single functional index model, Semi-parametric single-index two-part regression models, Semiparametric estimation of a class of generalized linear models without smoothing, Bayesian estimation and variable selection for single index models, Testing single-index restrictions with a focus on average derivatives, Two-stage rank estimation of quantile index models, Weighted estimation of single index models with right censored responses, Asymptotic distributions of two ``synthetic data estimators for censored single-index models, Semiparametric estimation in single index Poisson regression: A practical approach, A MODIFIED AVERAGE DERIVATIVES ESTIMATOR, On an asymptotically more efficient estimation of the single-index model, Estimation and testing for partially linear single-index models, Semiparametric Regression Models with Applications to Scoring: A Review, Semiparametric estimation of the link function in binary-choice single-index models, Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models, General rank-based estimation for regression single index models, A constructive approach to the estimation of dimension reduction directions, Semiparametric models with single-index nuisance parameters, Quasi-likelihood estimation of the single index conditional variance model, High-dimensional index volatility models via Stein's identity, Semiparametric estimation of censored transformation models, Binary response correlated random coefficient panel data models, Editorial to the special issue on applicable semiparametrics of computational statistics, Single-index model-assisted estimation in survey sampling, Empirical likelihood for average derivatives of hazard regression functions, Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable, A Semiparametric Approach to Canonical Analysis, Nonparametric estimation of competing risks models with covariates, ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA, Testing the link when the index is semiparametric -- a comparative study, Robust estimation of single index models with responses missing at random, Cross-validated estimations in the single-functional index model, Multivariate local polynomial regression for estimating average derivatives, Single-index modelling of conditional probabilities in two-way contingency tables, Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables, Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable, Non-parametric regression for binary dependent variables, Empirical likelihood for average derivatives, Rank estimation of a location parameter in the binary choice model, Efficient estimation in heteroscedastic single-index models, ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL, Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses, High dimensional single index models, Bootstrap critical values for tests based on the smoothed maximum score estimator
