M-estimators for single-index model using B-spline
From MaRDI portal
Publication:464368
Recommendations
Cites work
- scientific article; zbMATH DE number 3140980 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- scientific article; zbMATH DE number 788248 (Why is no real title available?)
- scientific article; zbMATH DE number 889595 (Why is no real title available?)
- An Adaptive Estimation of Dimension Reduction Space
- Asymptotics for M-type smoothing splines
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Consistent Estimation of Scaled Coefficients
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Convergence rates for partially splined models
- Direct estimation of the index coefficient in a single-index model
- Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
- Estimation and testing for partially linear single-index models
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Functional single index models for longitudinal data
- Generalized Partially Linear Single-Index Models
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Local asymptotics for polynomial spline regression
- Marginal Longitudinal Nonparametric Regression
- Marginal nonparametric kernel regression accounting for within-subject correlation
- On \(M\)-estimators and normal quantiles.
- On semiparametric \(M\)-estimation in single-index regression
- Optimal global rates of convergence for nonparametric regression
- Optimal rates of convergence for nonparametric estimators
- Optimal smoothing in single-index models
- Partial Least Squares Estimator for Single-Index Models
- Partially varying coefficient single index proportional hazards regression models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Polynomial Spline Estimation and Inference of Proportional Hazards Regression Models with Flexible Relative Risk Form
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust Estimation of a Location Parameter
- Robust Statistics
- Semi-parametric estimation of partially linear single-index models
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Single-index quantile regression
- Spline estimation of single-index models
- Spline smoothing: The equivalent variable kernel method
- Statistical inference in single-index and partially nonlinear models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- \(M\)-estimation of linear models with dependent errors
Cited in
(17)- On semiparametric \(M\)-estimation in single-index regression
- Inference for single-index quantile regression models with profile optimization
- Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines
- Efficient estimation in single index models through smoothing splines
- Variable selection for single-index models based on martingale difference divergence
- Finite sample behavior of a sieve profile estimator in the single index mode
- Asymptotic properties of two-step \(M\)-estimators in a partial linear single-index model
- Spline estimation of single-index models
- M-estimators in a partial linear single-index model
- B-spline estimation of single index models with missing data
- scientific article; zbMATH DE number 719422 (Why is no real title available?)
- Distributional (Single) Index Models
- Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
- Semiparametric jump-preserving estimation for single-index models
- An analysis of single-index model with monotonic link function
- Joint estimation for single index mean-covariance models with longitudinal data
- Estimation on the single index models with \({\text{AR}}\left( q \right)\) serial correlated error
This page was built for publication: M-estimators for single-index model using B-spline
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464368)