Empirical likelihood-based inference in varying-coefficient single-index models

DOI10.1016/J.JKSS.2010.09.005MaRDI QIDQ458115zbMATH OpenOpenAlexFDO

Authors Zhensheng Huang

Publication date 30 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2010.09.005

zbMATH Keywords

confidence intervalempirical likelihoodchi-squared distributionleast-squared methodvarying-coefficient single-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (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 of a semiparametric partially linear varying coefficient model
• Efficient estimation of adaptive varying-coefficient partially linear regression model
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical likelihood
• Empirical likelihood for linear models
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Generalized Partially Linear Single-Index Models
• Methodology and Algorithms of Empirical Likelihood
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Slicing regression: A link-free regression method
• Smoothed empirical likelihood confidence intervals for quantiles
• Statistical inference in partially-varying-coefficient single-index model
• TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
• Varying-coefficient single-index model
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(12)

• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Empirical likelihood inference for monotone index model
• Empirical likelihood inference for the parameters in varying-coefficient single-index models
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Empirical likelihood for the varying-coefficient single-index model
• Empirical likelihood for single-index varying-coefficient models
• Adjusted empirical likelihood for varying coefficient partially linear models with censored data
• scientific article; zbMATH DE number 6500488 (Why is no real title available?)
• Statistical inference for a single-index varying-coefficient model
• Robust variable selection in partially varying coefficient single-index model
• Quasi-likelihood estimation of the single index conditional variance model
• Varying-coefficient single-index measurement error model

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