New estimation and inference procedures for a single-index conditional distribution model

DOI10.1016/J.JMVA.2012.04.003MaRDI QIDQ444982zbMATH OpenOpenAlexFDO

Authors Ming-Yueh Huang, Chin-Tsang Chiang

Publication date 24 August 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.04.003

zbMATH Keywords

adaptive lassocross-validationcurse of dimensionalitysingle-indexpseudo least squares estimatorpseudo maximum likelihood estimatororacle propertiesnaive bootstrapmulti-stage adaptive lassopseudo least integrated squares estimatorrandom weighted bootstrapresidual process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• Adaptive Lasso for sparse high-dimensional regression models
• Approximating conditional distribution functions using dimension reduction
• Convergence of stochastic processes
• Efficient estimation in conditional single-index regression
• Methods for Estimating a Conditional Distribution Function
• Model checking in regression via dimension reduction
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• On the asymptotics of constrained \(M\)-estimation
• Optimal smoothing in single-index models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simulation and the Asymptotics of Optimization Estimators
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(8)

• Efficient estimation in conditional single-index regression
• Estimation for single-index models via martingale difference divergence
• A new minimum contrast approach for inference in single-index models
• A dimension reduction approach for conditional Kaplan-Meier estimators
• Single-index modelling of conditional probabilities in two-way contingency tables
• On the single-index model estimate of the conditional density function: consistency and implementation
• Versatile estimation in censored single-index hazards regression
• Estimation and inference procedures for semiparametric distribution models with varying linear-index

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