Semiparametric jump-detection-based estimation for single-index models with jumps

DOI10.1360/N012018-00019MaRDI QIDQ5064104zbMATH OpenOpenAlexWikidataFDO

Authors Yanyong Zhao, Jinguan Lin, Xiuli Du

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012018-00019

zbMATH Keywords

salary datasemiparametric jump-detection-based estimatorssingle-index models with jumpszero-crossing properties

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Recommendations

• Semiparametric jump-preserving estimation for single-index models
• Robust jump-detection-based estimation for nonparametric models
• scientific article; zbMATH DE number 1833046
• Series estimation for single-index models under constraints
• Model detection and estimation for single-index varying coefficient model

Cited in

(5)

• Jump-detection-based estimation in time-varying coefficient models and empirical applications
• Change-point detection for the link function in a single-index model
• Semiparametric jump-preserving estimation for single-index models
• Jump detection in single-index models with measurement error
• Adaptive semiparametric estimation for single index models with jumps

This page was built for publication: Semiparametric jump-detection-based estimation for single-index models with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5064104)