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

DOI10.1016/J.JMVA.2012.04.003zbMATH Open1259.62013OpenAlexW2012696889MaRDI QIDQ444982FDOQ444982

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

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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)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Optimal smoothing in single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simulation and the Asymptotics of Optimization Estimators
• Adaptive Lasso for sparse high-dimensional regression models
• Title not available (Why is that?)
• Semiparametric Estimation of Index Coefficients
• Convergence of stochastic processes
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
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• On the asymptotics of constrained \(M\)-estimation
• Methods for Estimating a Conditional Distribution Function
• Approximating conditional distribution functions using dimension reduction
• Efficient estimation in conditional single-index regression
• Model checking in regression via dimension reduction
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS

Cited In (8)

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

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