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

DOI10.1016/j.jmva.2012.04.003zbMath1259.62013OpenAlexW2012696889MaRDI QIDQ444982

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

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

Mathematics Subject Classification ID

Related Items (4)

A new minimum contrast approach for inference in single-index models ⋮ A dimension reduction approach for conditional Kaplan-Meier estimators ⋮ Versatile estimation in censored single-index hazards regression ⋮ Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index

Cites Work

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• Methods for Estimating a Conditional Distribution Function
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• Semiparametric Estimation of Index Coefficients
• Convergence of stochastic processes

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