A robust and efficient estimation method for single-index varying-coefficient models
DOI10.1016/J.SPL.2014.07.011zbMATH Open1301.62040OpenAlexW2045368958MaRDI QIDQ467007FDOQ467007
Authors: Hu Yang, Chaohui Guo, Jing Lv 
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.011
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asymptotic normalityrobust estimationlocal linear smoothingmodal regressionsingle-index varying-coefficient models
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)
Cites Work
- Optimal smoothing in single-index models
- Title not available (Why is that?)
- Adaptive Varying-Coefficient Linear Models
- Local modal regression
- A robust and efficient estimation method for single index models
- Empirical likelihood for single-index varying-coefficient models
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Statistical inference for a single-index varying-coefficient model
- Profile empirical-likelihood inferences for the single-index-coefficient regression model
- The EFM approach for single-index models
- On an asymptotically more efficient estimation of the single-index model
- Empirical likelihood for single-index models
Cited In (10)
- Generalized varying index coefficient models
- Distributed penalized modal regression for massive data
- Efficient estimation in heteroscedastic single-index models
- Efficient estimation for the heteroscedastic single-index varying coefficient models
- General local rank estimation for single-index varying coefficient models
- Robust estimation for partial linear single-index models
- Robust estimation for varying index coefficient models
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses
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