New estimation for heteroscedastic single-index measurement error models

DOI10.1080/10485252.2021.2025238zbMath1493.62161OpenAlexW4210625586MaRDI QIDQ5030938

Ri-quan Zhang, Hui Ding, Hanbing Zhu

Publication date: 18 February 2022

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2021.2025238

zbMATH Keywords

heteroscedasticitymeasurement errorsingle-index modellinearity conditioncorrected quantile loss function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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