Semiparametric estimation of the single-index varying-coefficient model

DOI10.1080/03610926.2015.1081950MaRDI QIDQ4975140zbMATH OpenOpenAlexFDO

Authors Yang Zhao, Liugen Xue, Sanying Feng

Publication date 3 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1081950

zbMATH Keywords

asymptotic normalityconvergence of algorithmglobal cost functionlocal linear smoothingsingle-index varying-coefficient model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Applications of statistics to environmental and related topics (62P12)

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Cites work

• An Adaptive Estimation of Dimension Reduction Space
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Direct estimation of the index coefficient in a single-index model
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical likelihood for single-index varying-coefficient models
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Optimal smoothing in single-index models
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Statistical inference for a single-index varying-coefficient model

Cited in

(16)

• Model identification and selection for single-index varying-coefficient models
• Robust MAVE for single-index varying-coefficient models
• Model averaging estimation for varying-coefficient single-index models
• Semi-parametric estimation of partially linear single-index models
• On semiparametric \(M\)-estimation in single-index regression
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• A semiparametrically efficient estimator of single-index varying coefficient Cox proportional hazards models
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• scientific article; zbMATH DE number 1833046 (Why is no real title available?)
• Varying-coefficient single-index measurement error model
• Estimation for a partially linear single-index varying-coefficient model
• Estimation and inference procedures for semiparametric distribution models with varying linear-index
• Estimation of semi-varying coefficient models with nonstationary regressors
• Estimation and hypothesis test for varying coefficient single-index multiplicative models
• Statistical inference for a single-index varying-coefficient model

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