Estimating the error distribution in a single-index model

DOI10.1007/978-3-319-50986-0_11zbMATH Open1383.62086OpenAlexW2765785497MaRDI QIDQ4609019FDOQ4609019

Authors: Hira L. Koul, Ursula U. Müller, Anton Schick 

Publication date: 29 March 2018

Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_11

Recommendations

• Estimating the conditional single-index error distribution with a partial linear mean regression
• Error variance estimation for the single-index model
• Nonparametric checks for single-index models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Estimating the error distribution in nonparametric multiple regression with applications to model testing

zbMATH Keywords

regression modelerror distributionsingle-index modelcovariate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
• Semi-parametric estimation of partially linear single-index models
• Sliced Inverse Regression for Dimension Reduction
• Generalized Partially Linear Single-Index Models
• Title not available (Why is that?)
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Nonparametric checks for single-index models
• Consistent Estimation of Scaled Coefficients
• An Adaptive Estimation of Dimension Reduction Space
• Asymptotic methods in statistical decision theory
• Non-parametric estimation of the residual distribution
• Title not available (Why is that?)
• A Multiple-Index Model and Dimension Reduction
• Estimation for a partial-linear single-index model
• Weighted empirical processes in dynamic nonlinear models.
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• On asymptotically efficient estimation in semiparametric models
• Title not available (Why is that?)
• The EFM approach for single-index models
• A weak convergence result useful in robust autoregression
• Title not available (Why is that?)
• Approximating conditional distribution functions using dimension reduction
• Title not available (Why is that?)
• Estimating the error distribution function in semiparametric regression
• Estimating the error distribution in nonparametric multiple regression with applications to model testing
• Title not available (Why is that?)
• Correction: Estimation for a partial-linear single-index model
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
• Estimating the innovation distribution in nonparametric autoregression
• On asymptotic differentiability of averages.
• Efficiency transfer for regression models with responses missing at random
• On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and $\omega ^2 $ Tests
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models

Cited In (7)

• Error variance estimation for the single-index model
• Estimation of error variance in one-way random model
• Estimation of a functional single index model with dependent errors and unknown error density
• Estimating the conditional single-index error distribution with a partial linear mean regression
• Maximum empirical likelihood estimation and related topics
• Title not available (Why is that?)
• Distributional (Single) Index Models

This page was built for publication: Estimating the error distribution in a single-index model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4609019)