Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions

DOI10.1111/J.1467-9469.2004.02-117.XMaRDI QIDQ4677101zbMATH OpenOpenAlexFDO

Authors Jeng-Min Chiou, Hans-Georg Müller

Publication date 20 May 2005

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2004.02-117.x

zbMATH Keywords

bandwidth selectionasymptotic bahavioridentifiability, backfitting algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Quasi-likelihood Estimation in Semiparametric Models
• Semiparametric estimation of quasi-score
• Functional Quasi-Likelihood Regression Models with Smooth Random Effects
• Nonparametric quasi-likelihood

Cites work

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Generalized projection pursuit regression

Cited in

(11)

• Partially linear single index Cox regression model in nested case-control studies
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• High-dimensional index volatility models via Stein's identity
• Functional Quasi-Likelihood Regression Models with Smooth Random Effects
• Least squares estimation in the monotone single index model
• On completely data-driven bandwidth selection for single-index models
• Single and multiple index functional regression models with nonparametric link
• Functional Modelling and Classification of Longitudinal Data*
• Quasi-likelihood estimation of the single index conditional variance model
• Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data
• Quasi-Likelihood Regression with Unknown Link and Variance Functions

This page was built for publication: Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4677101)